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

页码：898 / 903

页数：6

共 50 条

[41] BAYES ESTIMATES FOR LINEAR MODEL
LINDLEY, DV
SMITH, AFM
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1972, 34 (01) : 1 - &
[42] The conditional ridge-type estimation in singular linear model with linear equality restrictions
Zhang, Chunmei
Yang, Hu
STATISTICS, 2007, 41 (06) : 485 - 494
[43] Estimation in singular linear models with stochastic linear restrictions
Xu, Jianwen
Yang, Hu
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2007, 36 (9-12) : 1945 - 1951
[44] Unbiased parameter estimation of linear systems operating under linear feedback
Zheng, WX
PROCEEDINGS OF THE 35TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 1996, : 1411 - 1412
[45] 2 LINEAR-PROGRAMMING ALGORITHMS FOR UNBIASED ESTIMATION OF LINEAR MODELS
SIELKEN, RL
HARTLEY, HO
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (343) : 639 - 641
[46] A Bayes Linear Bayes Method for Estimation of Correlated Event Rates
Quigley, John
Wilson, Kevin J.
Walls, Lesley
Bedford, Tim
RISK ANALYSIS, 2013, 33 (12) : 2209 - 2224
[47] Mixed　Estimations　and　Bayes　Estimation　of　theRegression　Coefficient　in　Multivariate　Linear　Model
黄养新
数学季刊, 1995, (01) : 8 - 12
[48] THE SUPERIORITY OF EMPIRICAL BAYES ESTIMATION OF PARAMETERS IN PARTITIONED NORMAL LINEAR MODEL
Zhang Weiping
Wei Laisheng
ACTA MATHEMATICA SCIENTIA, 2008, 28 (04) : 955 - 962
[49] THE SUPERIORITY OF EMPIRICAL BAYES ESTIMATION OF PARAMETERS IN PARTITIONED NORMAL LINEAR MODEL
张伟平
韦来生
Acta Mathematica Scientia, 2008, (04) : 955 - 962
[50] BEST LINEAR UNBIASED ESTIMATION FOR THE WEIBULL PROCESS
HARTLER, G
MICROELECTRONICS AND RELIABILITY, 1994, 34 (07): : 1253 - 1260

← 1 2 3 4 5 →