Article ID Journal Published Year Pages File Type
10526309 Statistics & Probability Letters 2005 8 Pages PDF
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.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
The superiority of empirical Bayes estimator of parameters in linear model
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