The superiorities of Bayes linear unbiased estimator in multivariate linear models
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Publication:511191
DOI10.1007/s10255-012-0150-xzbMath1359.62294MaRDI QIDQ511191
Lai-Sheng Wei, Weiping Zhang, Yu Chen
Publication date: 14 February 2017
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-012-0150-x
mean square; least square estimator; Bayes linear unbiased estimator; Bayesian Pitman closeness criterion; error matrix criterion; multivariate linear models
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F15: Bayesian inference
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