The superiorities of Bayes linear unbiased estimator in multivariate linear models

DOI10.1007/S10255-012-0150-XzbMATH Open1359.62294OpenAlexW2057267248MaRDI QIDQ511191FDOQ511191

Laisheng 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

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zbMATH Keywords

least square estimatormean squareBayes linear unbiased estimatorBayesian Pitman closeness criterionerror matrix criterionmultivariate linear models

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

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• The pitman nearness criterion and its determination
• Bayesian pitman closeness
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• Estimation of parameters in a linear model
• The Bayes estimator in a misspecified linear regression model
• The Superiorities of Bayes Linear Minimum Risk Estimation in Linear Model
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Cited In (7)

• Approximate Bayesian estimation of the parameters of Laplace distribution
• Title not available (Why is that?)
• A Summary of Some Research on PC and Bayesian PC Criterion in China
• The robustness of Bayes linear unbiased estimations under misspecified prior assumptions
• On Bayes linear unbiased estimation of estimable functions for the singular linear model
• The superiority of Bayes linear unbiased estimators in growth curve models
• The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior

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