In this paper, the Bayes estimator of the error variance is derived in a linear regression model, and the parametric empirical Bayes estimator （PEBE） is constructed. The superiority of the PEBE over the least square...In this paper, the Bayes estimator of the error variance is derived in a linear regression model, and the parametric empirical Bayes estimator （PEBE） is constructed. The superiority of the PEBE over the least squares estimator （LSE） is investigated under the mean square error （MSE） criterion. Finally, some simulation results for the PEBE are obtained.展开更多
文摘In this paper, the Bayes estimator of the error variance is derived in a linear regression model, and the parametric empirical Bayes estimator （PEBE） is constructed. The superiority of the PEBE over the least squares estimator （LSE） is investigated under the mean square error （MSE） criterion. Finally, some simulation results for the PEBE are obtained.
