The superiority of empirical Bayes estimator of parameters in linear model
In this paper, an empirical Bayes (EB) estimator is derived for the estimable functions of the parameters in normal linear model. The superiority of the EB estimator over ordinary least-squares (LS) estimator is investigated under mean square error matrix (MSEM) criterion.
Year of publication: |
2005
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Authors: | Zhang, Weiping ; Wei, Laisheng ; Yang, Yaning |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 72.2005, 1, p. 43-50
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Publisher: |
Elsevier |
Keywords: | Linear model Empirical Bayes estimator Least-squares estimator Mean-square error matrix |
Saved in:
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