Bayes estimation in linear models: A coordinate-free approach

DOI10.1016/0047-259X(83)90004-0zbMath0511.62037MaRDI QIDQ1838790

Stanisław Gnot

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

linear estimatorslinear modelscoordinate-free approachquadratic estimationunified theory of Bayes estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Bayes invariant quadratic estimation in general linear regression models

Cites Work

• Estimation of parameters in a linear model
• Invariant quadratic unbiased estimation for two variance components
• Bayes invariant quadratic estimators for variance components in linear models
• A note on estimating the common mean of k normal distributions and the stein problem
• Bayes Linear Estimators
• Invariant Quadratic Estimators in the Random, One-Way ANOVA Model
• Inference about Variance Components in the One-Way Model
• All Admissible Linear Estimates of the Mean Vector
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• On Biased Estimation in Linear Models
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