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

DOI10.1007/s10114-015-3649-2zbMath1327.62042OpenAlexW1504290141MaRDI 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 estimatorleast squares estimatorPitman closeness criterionBMSE and BMSEM criteriamatrix \(t\) distributionnormal-inverse Wishart distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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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
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Linear Statistical Inference and its Applications

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