Linear approximate Bayes estimator for regression parameter with an inequality constraint

DOI10.1080/03610926.2021.1890125OpenAlexW3133814030MaRDI QIDQ5079880FDOQ5079880

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Publication date: 30 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1890125

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zbMATH Keywords

Bayes estimatorinequality constraintmean square error matrixlinear approximate Bayes estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Linear Statistical Inference and its Applications
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• Minimum mean-squared error estimation in linear regression with an inequality constraint
• Inequality Constrained Least-Squares Estimation
• The superiority of empirical Bayes estimator of parameters in linear model
• Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
• Special variance structures in the growth curve model
• A closed form solution for tre least squares regression problem with linear inequality constraints
• On inequality constrained generalized least-squares estimation
• Bayes Linear Estimators
• General Variance Modifications for Linear Bayes Estimators
• On improving standard estimators via linear empirical Bayes methods
• Linear Bayes estimator for the two-parameter exponential family under type II censoring
• The non-optimality of the inequality restricted estimator under squared error loss
• Inequality constrained ridge regression estimator
• On Bayes linear unbiased estimator under the balanced loss function
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Cited In (5)

• Bayesian instrumental variable estimation in linear measurement error models
• Generalized Bayes Stein-type estimators for regression parameters under linear constraints
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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