The superiorities of Bayes linear unbiased estimation in partitioned linear model

DOI10.1007/s11424-011-8300-4zbMath1269.93119MaRDI QIDQ2392650

Yu Chen, Weiping Zhang, Lai-Sheng 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 criterion; partitioned linear model; least square estimation; Bayes linear unbiased estimation; Bayes' mean square error matrix criterion

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

93E24: Least squares and related methods for stochastic control systems

93E12: Identification in stochastic control theory

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Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimation of parameters in a linear model
• The Bayes estimator in a misspecified linear regression model
• Bayesian pitman closeness
• The pitman nearness criterion and its determination
• Linear Statistical Inference and its Applications
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