The superiorities of Bayes linear unbiased estimation in partitioned linear model

DOI10.1007/s11424-011-8300-4zbMath1269.93119OpenAlexW2018410640MaRDI 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 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) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (5)

Linear Bayesian estimators for linear models with constraints ⋮ Linear approximate Bayes estimator for variance components in random effects model* ⋮ The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior ⋮ On Bayes Linear Unbiased Estimator Under the Balanced Loss Function ⋮ Linear Bayes estimators applied to the inverse Gaussian lifetime model

Cites Work

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• 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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