IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v72y2005i1p43-50.html
   My bibliography  Save this article

The superiority of empirical Bayes estimator of parameters in linear model

Author

Listed:
  • Zhang, Weiping
  • Wei, Laisheng
  • Yang, Yaning

Abstract

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.

Suggested Citation

  • Zhang, Weiping & Wei, Laisheng & Yang, Yaning, 2005. "The superiority of empirical Bayes estimator of parameters in linear model," Statistics & Probability Letters, Elsevier, vol. 72(1), pages 43-50, April.
    • Handle: RePEc:eee:stapro:v:72:y:2005:i:1:p:43-50
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00014-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Wei, Laisheng & Chen, Jiahua, 2003. "Empirical Bayes estimation and its superiority for two-way classification model," Statistics & Probability Letters, Elsevier, vol. 63(2), pages 165-175, June.
    2. Laisheng Wei & Shunpu Zhang, 1995. "The convergence rates of empirical Bayes estimation in a multiple linear regression model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(1), pages 81-97, January.
    3. L. Wei & G. Trenkler, 1995. "Mean square error matrix superiority of Empirical Bayes Estimators under misspecification," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 4(1), pages 187-205, June.
    4. Ghosh M. & Saleh A.K.Md.E. & Sen P.K., 1989. "Empirical Bayes Subset Estimation In Regression Models," Statistics & Risk Modeling, De Gruyter, vol. 7(1-2), pages 15-36, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wei, Laisheng & Chen, Jiahua, 2003. "Empirical Bayes estimation and its superiority for two-way classification model," Statistics & Probability Letters, Elsevier, vol. 63(2), pages 165-175, June.
    2. Srivastava, M.S. & Ehsanes Saleh, A.K.Md., 2005. "Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis," Journal of Multivariate Analysis, Elsevier, vol. 96(1), pages 55-72, September.
    3. Ahmed, S. Ejaz & Nicol, Christopher J., 2012. "An application of shrinkage estimation to the nonlinear regression model," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3309-3321.
    4. T. Kubokawa & C. Robert & A. Saleh, 1991. "Robust estimation of common regression coefficients under spherical symmetry," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(4), pages 677-688, December.
    5. G. Trenkler & L. Wei, 1996. "The Bayes estimator in a misspecified linear regression model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(1), pages 113-123, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:72:y:2005:i:1:p:43-50. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.