The asymptotically optimal empirical Bayes estimation in multiple linear regression model

DOI10.1007/BF02663774zbMath0808.62006MaRDI QIDQ1343422

Shunpu Zhang, Lai-Sheng Wei

Publication date: 16 March 1995

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

zbMATH Keywords

kernel estimationderivativesasymptotic optimalityempirical Bayes estimationmultiple linear regression modelmoment conditions on prior distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (2)

The convergence rates of empirical Bayes estimation in a multiple linear regression model ⋮ On empirical Bayes estimation of multivariate regression coefficient

Cites Work

• Empirical Bayes test of regression coefficient in a multiple linear regression model
• Empirical Bayes estimation in a multiple linear regression model
• Unnamed Item

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