The Bayes estimator in a misspecified linear regression model
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Publication:1919722
DOI10.1007/BF02562684zbMath0852.62032MaRDI QIDQ1919722
Publication date: 24 July 1996
Published in: Test (Search for Journal in Brave)
prediction; misspecification; ordinary least squares estimator; matrix mean square error criterion; optimal Bayes estimator
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F15: Bayesian inference
62C15: Admissibility in statistical decision theory
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Cites Work
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- Statistical decision theory and Bayesian analysis. 2nd ed
- Admissible linear estimators in restricted linear models
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- Linear Statistical Inference and its Applications