The Bayes estimator in a misspecified linear regression model
type: Item
instance of: scholarly article
title: The Bayes estimator in a misspecified linear regression model
zbMATH Open document ID: 0852.62032
DOI: 10.1007/BF02562684
author: Götz Trenkler
author: Laisheng Wei
published in: Test
publication date: 1996-07-24T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C15
zbMATH DE Number: 909674
zbMATH Keywords: optimal Bayes estimator
zbMATH Keywords: misspecification
zbMATH Keywords: ordinary least squares estimator
zbMATH Keywords: matrix mean square error criterion
zbMATH Keywords: prediction
MaRDI profile type: Publication
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cites work: Mean square error matrix superiority of empirical Bayes estimators under misspecification
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description: scientific article; zbMATH DE number 909674