The superiorities of Bayes linear unbiased estimation in partitioned linear model

DOI10.1007/S11424-011-8300-4MaRDI QIDQ2392650zbMATH OpenOpenAlexFDO

Authors Weiping Zhang, Yu Chen, Laisheng Wei

Publication date 2 August 2013

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-011-8300-4

zbMATH Keywords

Pitman's closeness criterionpartitioned linear modelleast square estimationBayes linear unbiased estimationBayes' mean square error matrix criterion

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3763055 (Why is no real title available?)
• scientific article; zbMATH DE number 46829 (Why is no real title available?)
• scientific article; zbMATH DE number 108514 (Why is no real title available?)
• scientific article; zbMATH DE number 3026329 (Why is no real title available?)
• Bayesian pitman closeness
• Estimation of parameters in a linear model
• Linear Statistical Inference and its Applications
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Bayes estimator in a misspecified linear regression model
• The pitman nearness criterion and its determination

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