Zhang, Weiping; Wei, Laisheng; Yang, Yaning - In: Statistics & Probability Letters 72 (2005) 1, pp. 43-50
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.