Bayes and empirical Bayes iteration estimators in two seemingly unrelated regression equations

zbMath1112.62024MaRDI QIDQ882959

Li-chun Wang

Publication date: 29 May 2007

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

mean square error criterion; covariance adjusted approach

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F15: Bayesian inference

62C12: Empirical decision procedures; empirical Bayes procedures

Related Items

On estimating regression coefficients in seemingly unrelated regression system, Bayesian inference for the correlation coefficient in two seemingly unrelated regressions