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Mean square error matrix superiority of Empirical Bayes Estimators under misspecification
Wei, L.; Trenkler, G. - In: TEST: An Official Journal of the Spanish Society of … 4 (1995) 1, pp. 187-205
Persistent link: https://www.econbiz.de/10005613260
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The Bayes estimator in a misspecified linear regression model
Trenkler, G.; Wei, L. - In: TEST: An Official Journal of the Spanish Society of … 5 (1996) 1, pp. 113-123
Persistent link: https://www.econbiz.de/10005613331
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Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification
Tamaschke, Sabine; Trenkler, Götz; Wei, Laisheng - In: Statistical Methods and Applications 6 (1997) 3, pp. 273-284
Persistent link: https://www.econbiz.de/10008497265