The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators

DOI10.1016/0304-4076(79)90043-5zbMath0421.62046OpenAlexW2044599416MaRDI QIDQ1133267

A. C. Rayner, David E. A. Giles

Publication date: 1979

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90043-5

zbMATH Keywords

maximum likelihood estimatorsmatrix mean squared errornormal-inverted gamma a-priori distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (2)

On comparing restricted least squares estimators ⋮ Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)

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