The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior

DOI10.1007/s10114-015-3649-2zbMath1327.62042MaRDI QIDQ887462

Kai Xu, Dao-Jiang He

Publication date: 26 October 2015

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-015-3649-2

zbMATH Keywords

Bayes estimator; least squares estimator; Pitman closeness criterion; BMSE and BMSEM criteria; matrix \(t\) distribution; normal-inverse Wishart distribution

Mathematics Subject Classification ID

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

Cites Work

• The superiorities of Bayes linear unbiased estimator in multivariate linear models
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• Matrix-variate beta distribution
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• The superiorities of Bayes linear unbiased estimation in partitioned linear model
• The Superiorities of Bayes Linear Minimum Risk Estimation in Linear Model
• A new class of blased estimate in linear regression
• The pitman nearness criterion and its determination
• Multivariate T-Distributions and Their Applications
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