THE SUPERIORITY OF EMPIRICAL BAYES ESTIMATION OF PARAMETERS IN PARTITIONED NORMAL LINEAR MODEL

被引：0

作者：

张伟平 ^{[1
]}

韦来生 ^{[1
]}

机构：

[1] Department of Statistics and Finance,University of Science and Technology of China

来源：

Acta Mathematica Scientia | 2008年 / 04期

关键词：

Partitioned linear model; empirical Bayes estimator; least-squares estimator; mean square error matrix;

D O I：

暂无

中图分类号：

O212.8 [贝叶斯统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article,the empirical Bayes(EB)estimators are constructed for the estimable functions of the parameters in partitioned normal linear model.The superiorities of the EB estimators over ordinary least-squares(LS)estimator are investigated under mean square error matrix(MSEM)criterion.

引用

页码：955 / 962

页数：8

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