On Bayes Linear Unbiased Estimator Under the Balanced Loss Function

DOI10.1080/03610926.2012.731128zbMath1307.62013OpenAlexW2095406364MaRDI QIDQ5177612

Shurong Zheng, Hongbing Qiu, J. Luo

Publication date: 13 March 2015

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.731128

zbMATH Keywords

linear modelbalanced loss functionPitman closeness criterionBayes linear unbiased estimatormean square error matrix criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Linear Bayesian estimators for linear models with constraints ⋮ Linear approximate Bayes estimator for regression parameter with an inequality constraint

Cites Work

• Bayes and empirical Bayes estimation with errors in variables
• The Stein paradox in the sense of the Pitman measure of closeness
• The Bayes estimator in a misspecified linear regression model
• The superiorities of Bayes linear unbiased estimation in partitioned linear model
• On Bayes linear unbiased estimation of estimable functions for the singular linear 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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