Superiority of empirical Bayes estimation of error variance in linear model

DOI10.1007/s11464-012-0198-1OpenAlexW2049722021MaRDI QIDQ1758128

Ling Chen, Lai-Sheng Wei

Publication date: 7 November 2012

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-012-0198-1

zbMATH Keywords

linear regression modelerror variancemean square error criterionsimulation resultparametric empirical Bayes estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Empirical decision procedures; empirical Bayes procedures (62C12)

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