Articles

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

  • Zhang Weiping ,
  • Wei Laisheng
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  • Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China

Received date: 2005-12-23

  Revised date: 2006-09-18

  Online published: 2008-10-20

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.

Cite this article

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 . DOI: 10.1016/S0252-9602(08)60095-8

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