The Superiorities of Bayes Linear Minimum Risk Estimation in Linear Model

DOI10.1080/03610920601036333zbMath1114.62026OpenAlexW2031138174MaRDI QIDQ3593514

Lai-Sheng Wei, Weiping Zhang

Publication date: 23 July 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601036333

zbMATH Keywords

linear modelPitman closeness criterionmean square error matrix criterionBayes linear minimum risk estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (9)

Linear Bayes estimator for the two-parameter exponential family under type II censoring ⋮ Linear Bayesian estimators for linear models with constraints ⋮ A Summary of Some Research on PC and Bayesian PC Criterion in China ⋮ The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior ⋮ Linear Bayes estimator of the extreme value distribution based on type II censored samples ⋮ The superiorities of Bayes linear unbiased estimator in multivariate linear models ⋮ Superiority of empirical Bayes estimation of error variance in linear model ⋮ On Bayes Linear Unbiased Estimator Under the Balanced Loss Function ⋮ Linear Bayes estimators applied to the inverse Gaussian lifetime model

Cites Work

• Estimation of parameters in a linear model
• The Pitman comparison of unbiased linear estimators
• The Stein paradox in the sense of the Pitman measure of closeness
• The Bayes estimator in a misspecified linear regression model
• Bayesian pitman closeness
• A Comparison of james–sten regression with least squares in the pitman nearness sense
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• The pitman nearness criterion and its determination
• Linear Statistical Inference and its Applications
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