Mean square error matrix superiority of empirical Bayes estimators under misspecification

DOI10.1007/BF02563109zbMath0839.62005OpenAlexW2005592781MaRDI QIDQ1906313

Götz Trenkler, Lai-Sheng Wei

Publication date: 17 March 1996

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02563109

zbMATH Keywords

predictionordinary least squares estimatorempirical Bayes estimatorsmisspecified linear regression modelmatrix mean square error criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (7)

Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution ⋮ The Bayes estimator in a misspecified linear regression model ⋮ Empirical Bayes estimation and its superiority for two-way classification model. ⋮ Superiority of empirical Bayes estimation of error variance in linear model ⋮ The superiority of empirical Bayes estimator of parameters in linear model ⋮ Empirical Bayes estimation in regression model ⋮ The Superiorities of Empirical Bayes Estimation of Variance Components in Random Effects Model

Cites Work

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• Mixed regression estimator under misspecification
• Statistical decision theory and Bayesian analysis. 2nd ed
• Empirical Bayes estimation in a multiple linear regression model
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• The use of empirical Bayes estimators in a linear regression model
• Empirical Bayes on vector observations: An extension of Stein's method

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