The Superiorities of Bayes Linear Minimum Risk Estimation in Linear Model

DOI10.1080/03610920601036333MaRDI QIDQ3593514zbMATH OpenOpenAlexFDO

Authors Laisheng Wei, Weiping Zhang

Publication date 23 July 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920601036333

zbMATH Keywords

Bayes linear minimum risk estimatorlinear modelmean square error matrix criterionPitman closeness criterion

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Linear regression; mixed models (62J05)

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Cites work

• A Comparison of james–sten regression with least squares in the pitman nearness sense
• Bayesian pitman closeness
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• Estimation of parameters in a linear model
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• scientific article; zbMATH DE number 108514 (Why is no real title available?)
• scientific article; zbMATH DE number 3530858 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• The Bayes estimator in a misspecified linear regression model
• The Pitman comparison of unbiased linear estimators
• The pitman nearness criterion and its determination
• The Stein paradox in the sense of the Pitman measure of closeness

Cited in

(21)

• Linear Bayes estimator for the two-parameter exponential family under type II censoring
• Superiority of empirical Bayes estimation of error variance in linear model
• Linear Bayes estimators applied to the inverse Gaussian lifetime model
• The superiorities of Bayes estimation in a class of linear model
• A summary of some research on PC and Bayesian PC criterion in China
• Bayesian parameter estimation in a semi-parametric regression model
• The superiority of Bayes linear unbiased minimum variance estimators in linear models
• scientific article; zbMATH DE number 5525780 (Why is no real title available?)
• Choice of statistics in linear Bayes estimation
• Bayes estimators for linear models with less than full rank
• The superiority of Bayes linear unbiased minimum variance estimator with respect to ridge estimator
• Linear Bayesian estimators for linear models with constraints
• The superiorities of Bayes linear unbiased estimator in multivariate linear models
• On Bayes linear unbiased estimator under the balanced loss function
• Linear Bayes estimator of the extreme value distribution based on type II censored samples
• Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
• Approximate Bayesian estimation of the parameters of Laplace distribution
• On a biased prediction based on optimal mean square error criterion
• On seemingly unrelated regression models with linear mixed effects
• Bayes estimator for the inequality-constrained regression model*
• The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior

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