The superiority of bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior
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| 024 | 7 | 0 | |a 10.1007/s10114-015-3649-2 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10114-015-3649-2 | ||
| 245 | 0 | 4 | |a The superiority of bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior |h [Elektronische Daten] |c [Kai Xu, Dao He] |
| 520 | 3 | |a In this paper, the multivariate linear model Y = XB+e, e ∼ N m×k (0, I m ⊗Σ) is considered from the Bayes perspective. Under the normal-inverse Wishart prior for (B, Σ), 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. | |
| 540 | |a Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg, 2015 | ||
| 690 | 7 | |a Normal-inverse Wishart distribution |2 nationallicence | |
| 690 | 7 | |a matrix t distribution |2 nationallicence | |
| 690 | 7 | |a Bayes estimator |2 nationallicence | |
| 690 | 7 | |a least squares estimator |2 nationallicence | |
| 690 | 7 | |a Pitman closeness criterion |2 nationallicence | |
| 690 | 7 | |a BMSE and BMSEM criteria |2 nationallicence | |
| 700 | 1 | |a Xu |D Kai |u School of Statistics and Management, Shanghai University of Finance and Economics, 200433, Shanghai, P. R. China |4 aut | |
| 700 | 1 | |a He |D Dao |u School of Mathematics and Computer Science, Anhui Normal University, 241003, Wuhu, P. R. China |4 aut | |
| 773 | 0 | |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/6(2015-06-01), 1003-1014 |x 1439-8516 |q 31:6<1003 |1 2015 |2 31 |o 10114 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10114-015-3649-2 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10114-015-3649-2 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Xu |D Kai |u School of Statistics and Management, Shanghai University of Finance and Economics, 200433, Shanghai, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a He |D Dao |u School of Mathematics and Computer Science, Anhui Normal University, 241003, Wuhu, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/6(2015-06-01), 1003-1014 |x 1439-8516 |q 31:6<1003 |1 2015 |2 31 |o 10114 | ||