Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification

DOI10.1007/BF03178917zbMath1454.62220OpenAlexW2069667463MaRDI QIDQ5123735

Sabine Tamaschke, Götz Trenkler, Lai-Sheng Wei

Publication date: 29 September 2020

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03178917

zbMATH Keywords

predictionmisspecificationlinear regression modellinear Bayesian estimator\textit{MSE}-matrix comparison

Mathematics Subject Classification ID

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

Cites Work

• Mean square error matrix superiority of estimators under linear restrictions and misspecification
• The Bayes estimator in a misspecified linear regression model
• The use of empirical Bayes estimators in a linear regression model
• Linear Statistical Inference and its Applications
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