Acta mathematica scientia,Series B

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

Zhang Weiping; Wei Laisheng   

  1. 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

Abstract:

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.

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

CLC Number: 

  • 62C12
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