Mean square error matrix superiority of empirical Bayes estimators under misspecification

DOI10.1007/BF02563109MaRDI QIDQ1906313zbMATH OpenOpenAlexFDO

Authors Götz Trenkler, Laisheng Wei

Publication date 17 March 1996

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02563109

zbMATH Keywords

predictionordinary least squares estimatorempirical Bayes estimatorsmisspecified linear regression modelmatrix mean square error criterion

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3812757 (Why is no real title available?)
• scientific article; zbMATH DE number 4104170 (Why is no real title available?)
• scientific article; zbMATH DE number 3707574 (Why is no real title available?)
• Empirical Bayes estimation in a multiple linear regression model
• Empirical Bayes on vector observations: An extension of Stein's method
• Mixed regression estimator under misspecification
• Statistical decision theory and Bayesian analysis. 2nd ed
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• The use of empirical Bayes estimators in a linear regression model

Cited in

(9)

• The superiority of empirical Bayes estimator of parameters in linear model
• The Bayes estimator in a misspecified linear regression model
• Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution
• Empirical Bayes estimation and its superiority for two-way classification model.
• Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification
• Superiority of empirical Bayes estimation of error variance in linear model
• MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions
• The superiorities of empirical Bayes estimation of variance components in random effects model
• Empirical Bayes estimation in regression model

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