On Superiority of Estimation Regarding Pitman Closeness Criterion in General Mixed Linear Models

DOI10.1080/03610920902737084zbMath1183.62092OpenAlexW1984031269MaRDI QIDQ5190601

Xu-Qing Liu, Jian-Ying Rong

Publication date: 18 March 2010

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

Full work available at URL: https://doi.org/10.1080/03610920902737084

zbMATH Keywords

mixed linear modelPitman closeness criterionBayes estimatemean squared error criterionbest linear unbiased estimate (BLUE)linear combination of fixed effects and random effectstwo-step Bayes estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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