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

doi:10.1016/S0252-9602(08)60095-8

数学物理学报(英文版)

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

张伟平; 韦来生

中国科技大学统计与金融系, 合肥 230026

收稿日期:2005-12-23 修回日期:2006-09-18 出版日期:2008-10-20 发布日期:2008-10-20
通讯作者: 张伟平
基金资助:
The project was supported by the Knowledge Innovation Program of the Chinese Academy of Sciences (KJCX3-SYW-S02) and the Youth Foundation of USTC

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

Zhang Weiping; Wei Laisheng

Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China

Received:2005-12-23 Revised:2006-09-18 Online:2008-10-20 Published:2008-10-20
Contact: Zhang Weiping

摘要/Abstract

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.

关键词: Partitioned linear model, empirical Bayes estimator, least-squares estimator, mean square error matrix

Abstract:

Key words: Partitioned linear model, empirical Bayes estimator, least-squares estimator, mean square error matrix

中图分类号:

62C12

张伟平; 韦来生. THE SUPERIORITY OF EMPIRICAL BAYES ESTIMATION OF PARAMETERS IN PARTITIONED NORMAL LINEAR MODEL[J]. 数学物理学报(英文版), 2008, 28(4): 955-962.

Zhang Weiping; Wei Laisheng. THE SUPERIORITY OF EMPIRICAL BAYES ESTIMATION OF PARAMETERS IN PARTITIONED NORMAL LINEAR MODEL[J]. Acta mathematica scientia,Series B, 2008, 28(4): 955-962.

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

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

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