The superiority of empirical Bayes estimator of parameters in linear model
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References listed on IDEAS
- 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.
- 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.
- 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.
- 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.
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KeywordsLinear model Empirical Bayes estimator Least-squares estimator Mean-square error matrix;
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