In this article, the Bayes linear unbiased estimation （BALUE） of parameters is derived for the partitioned linear model. The superiorities of the BALUE over ordinary least square estimator （LSE） are studied in ter...In this article, the Bayes linear unbiased estimation （BALUE） of parameters is derived for the partitioned linear model. The superiorities of the BALUE over ordinary least square estimator （LSE） are studied in terms of the Bayes mean square error matrix （BMSEM） criterion and Pitman closeness （PC） criterion.展开更多
In this article, the Bayes linear unbiased estimator （BALUE） of parameters is derived for the multivariate linear models. The superiorities of the BALUE over the least square estimator （LSE） is studied in terms of...In this article, the Bayes linear unbiased estimator （BALUE） of parameters is derived for the multivariate linear models. The superiorities of the BALUE over the least square estimator （LSE） is studied in terms of the mean square error matrix （MSEM） criterion and Bayesian Pitman closeness （PC） criterion.展开更多
In this paper, the multivariate linear model Y = XB＋e, e ～ Nm×k（0, ImΣ） is considered from the Bayes perspective. Under the normal-inverse Wishart prior for （BΣ）, the Bayes estimators are derived. The sup...In this paper, the multivariate linear model Y = XB＋e, e ～ Nm×k（0, ImΣ） is considered from the Bayes perspective. Under the normal-inverse Wishart prior for （BΣ）, the Bayes estimators are derived. The superiority of the Bayes estimators of B and Σ over the least squares estimators under the criteria of Bayes mean squared error （BMSE） and Bayes mean squared error matrix （BMSEM） is shown. In addition, the Pitman Closeness （PC） criterion is also included to investigate the superiority of the Bayes estimator of B.展开更多
In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares ...In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares estimator),principal correlation estimator,ridge and principal correlation estimator under MSE(mean squares error) and PMC(Pitman closeness) criterion,respectively.展开更多
基金This research is supported by National Natural Science Foundation of China under Grant Nos. 10801123, 10801124 and 10771204, and the Knowledge Innovation Program of the Chinese Academy of Sciences under Grant No. KJCX3-SYW-S02.
文摘In this article, the Bayes linear unbiased estimation （BALUE） of parameters is derived for the partitioned linear model. The superiorities of the BALUE over ordinary least square estimator （LSE） are studied in terms of the Bayes mean square error matrix （BMSEM） criterion and Pitman closeness （PC） criterion.
基金Supported by the National Natural Science Foundation of China (No.10801123,10801124,10771204)the Knowledge Innovation Program of the Chinese Academy of Sciences (Grant No. KJCX3-SYW-S02)
文摘In this article, the Bayes linear unbiased estimator （BALUE） of parameters is derived for the multivariate linear models. The superiorities of the BALUE over the least square estimator （LSE） is studied in terms of the mean square error matrix （MSEM） criterion and Bayesian Pitman closeness （PC） criterion.
基金Supported by National Natural Science Foundation of China(Grant Nos.11201005,11071015)the Foundation of National Bureau of Statistics(Grant No.2013LZ17)the Natural Science Foundation of Anhui Province(Grant No.1308085QA13)
文摘In this paper, the multivariate linear model Y = XB＋e, e ～ Nm×k（0, ImΣ） is considered from the Bayes perspective. Under the normal-inverse Wishart prior for （BΣ）, the Bayes estimators are derived. The superiority of the Bayes estimators of B and Σ over the least squares estimators under the criteria of Bayes mean squared error （BMSE） and Bayes mean squared error matrix （BMSEM） is shown. In addition, the Pitman Closeness （PC） criterion is also included to investigate the superiority of the Bayes estimator of B.
基金Foundation item： the National Natural Science Foundation of China （Nos. 60736047 10671007+2 种基金 60772036） the Foundation of Beijing Jiaotong University （Nos. 2006XM037 2007XM046）.
文摘In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares estimator),principal correlation estimator,ridge and principal correlation estimator under MSE(mean squares error) and PMC(Pitman closeness) criterion,respectively.
