The superiority of Bayes estimators of the estimable function of regression coefficient matrix and the covariance matrix in multivariate linear model

DOI10.3969/J.ISSN.1000-5641.2017.01.001MaRDI QIDQ5368114zbMATH OpenOpenAlexFDO

Authors Lei He, Jing Xu

Publication date 20 October 2017

Full work available at URL https://xblk.ecnu.edu.cn/EN/article/downloadArticleFile.do?attachType=PDF&id=25368

zbMATH Keywords

estimable functionBMSE criterionBMSEM criterionBPC criterionnormal-inverse Wishart prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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(6)

• Superiorities of simultaneous Bayes estimations of the estimable function of regression coefficients and the error variance in linear model
• Superiority of empirical Bayes estimators in multivariate linear models with respect to normal-inverse Wishart priors
• Bayes estimators for linear models with less than full rank
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
• The superiorities of Bayes linear unbiased estimator in multivariate linear models
• The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior

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