Bayes Linear Estimators

DOI10.2307/1268137MaRDI QIDQ4184115zbMATH OpenOpenAlexFDO

Authors Lynn Roy La Motte

Publication date 1978

Full work available at URL https://doi.org/10.2307/1268137

zbMATH Keywords

Admissible Linear EstimatorsBayes Linear EstimatorsBiased EstimatorsBootstrappingFractional RankLinear Estimation of Regression CoefficientsRestricted Least Squares EstimatorsRidge Estimators

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited in

(14)

• Admissible linear estimators in restricted linear models
• Minimax linear regression estimation with symmetric parameter restrictions
• On the structure of admissible linear estimators
• Bayes estimation in linear models: A coordinate-free approach
• Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model
• Computing the estimator of a parameter vector via a competing Bayes method
• A note on Krafft's maximin linear estimator for linear regression parameters
• Linear Bayesian estimators for linear models with constraints
• Linear approximate Bayes estimator for regression parameter with an inequality constraint
• Linear Bayes estimator of the extreme value distribution based on type II censored samples
• Approximate Bayesian estimator for the parameter vector in linear models with multivariate t distribution errors
• Bayesian instrumental variable estimation in linear measurement error models
• Approximate Bayesian estimator for the random-coefficients model
• Linear Bayesian estimator of parametric vector in the linear model with an inequality constraint

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