On Bayes linear unbiased estimation of estimable functions for the singular linear model

被引:3
|
作者
Zhang, WP [1 ]
Wei, LS [1 ]
机构
[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China
来源
SCIENCE IN CHINA SERIES A-MATHEMATICS | 2005年 / 48卷 / 07期
关键词
singular linear model; Bayes LUE; best linear unbiased estimator; MSEM criterion;
D O I
10.1360/04ys0043
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The unique Bayes linear unbiased estimator (Bayes LUE) of estimable functions is derived for the singular linear model. The superiority of Bayes LUE over ordinary best linear unbiased estimator is investigated under mean square error matrix (MSEM) criterion.
引用
收藏
页码:898 / 903
页数:6
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