Improvement of Bayes Estimation of Regression Coeffcients and Error Variance in Linear Model with Respect to Normal-Inverse Gamma Priors

DOI10.13413/j.cnki.jdxblxb.2014.02.16zbMath1313.62038OpenAlexW2582052703MaRDI QIDQ2924586

Kai Xu, Dao-Jiang He

Publication date: 3 November 2014

Full work available at URL: http://or.nsfc.gov.cn/handle/00001903-5/182620

zbMATH Keywords

Bayes estimationleast squares estimationmean square error criterionBayes Pitman criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

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