Rukhin, A.
(2015),
Decision-Theoretic Issues in Heterogeneity Variance Estimation, Electronic Journal of Statistics
(Accessed April 25, 2025)
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you’ve safely connected to the .gov website. Share sensitive information only on official, secure websites.
Decision-Theoretic Issues in Heterogeneity Variance Estimation
Published
Author(s)
Abstract
In a random-effects setting of meta-analysis the between-study variance estimation is studied from the decision-theoretic point of view. The problem concerns simultaneous inference on curve-confined natural parameters of independent heterogeneous chi-squared random variables with given degrees of freedom. A form of the Stein phenomenon for the suggested loss function is noted, and the exact minimax value is determined. Second order minimax estimators are also derived.Citation
Electronic Journal of Statistics
Pub Type
Journals
Keywords
Curved exponential family, DerSimonian-Laird procedure
Citation
Issues
If you have any questions about this publication or are having problems accessing it, please contact reflib@nist.gov.
Created February 8, 2015, Updated January 27, 2020