Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Bayes Estimation in a Hierarchical Linear Model

  • Park, Kuey-Chung (Department of Computer Science and Statistics, Chosun University, Kwangju 501-759) ;
  • Chang, In-Hong (Department of Mathematics, Hanyang University) ;
  • Kim, Byung-Hwee (Department of Mathematics, Hanyang University)
  • Published : 1998.03.01
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Abstract

In the problem of estimating a vector of unknown regression coefficients under the sum of squared error losses in a hierarchical linear model, we propose the hierarchical Bayes estimator of a vector of unknown regression coefficients in a hierarchical linear model, and then prove the admissibility of this estimator using Blyth's (196\51) method.

Keywords

References

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