The superiority of empirical Bayes estimator of parameters in linear model

DOI10.1016/j.spl.2004.12.001zbMath1123.62009OpenAlexW1970520556MaRDI QIDQ1776349

Weiping Zhang, Yaning Yang, Lai-Sheng Wei

Publication date: 12 May 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.12.001

zbMATH Keywords

Linear modelEmpirical Bayes estimatorLeast-squares estimatorMean-square error matrix

Mathematics Subject Classification ID

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

Related Items (5)

Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution ⋮ Linear approximate Bayes estimator for regression parameter with an inequality constraint ⋮ Superiority of empirical Bayes estimation of error variance in linear model ⋮ QML estimators in linear regression models with functional coefficient autoregressive processes ⋮ The Superiorities of Empirical Bayes Estimation of Variance Components in Random Effects Model

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Empirical Bayes estimation in a multiple linear regression model
• Empirical Bayes estimation and its superiority for two-way classification model.
• The convergence rates of empirical Bayes estimation in a multiple linear regression model
• Mean square error matrix superiority of empirical Bayes estimators under misspecification
• Parametric Empirical Bayes Inference: Theory and Applications
• Empirical Bayes on vector observations: An extension of Stein's method

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