The superiorities of Bayes linear unbiased estimator in multivariate linear models

DOI10.1007/s10255-012-0150-xzbMath1359.62294OpenAlexW2057267248MaRDI QIDQ511191

Lai-Sheng Wei, Weiping Zhang, Yu Chen

Publication date: 14 February 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-012-0150-x

zbMATH Keywords

mean squareleast square estimatorBayes linear unbiased estimatorBayesian Pitman closeness criterionerror matrix criterionmultivariate linear models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (2)

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

Cites Work

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• Estimation of parameters in a linear model
• The Bayes estimator in a misspecified linear regression model
• Bayesian pitman closeness
• The Superiorities of Bayes Linear Minimum Risk Estimation in Linear Model
• The pitman nearness criterion and its determination

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