caa a22 4500 605461082 CHVBK 20210128100241.0 cr unu---uuuuu 210128e20150601xx s 000 0 eng 10.1007/s10114-015-3649-2 doi (NATIONALLICENCE)springer-10.1007/s10114-015-3649-2 The superiority of bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior [Elektronische Daten] [Kai Xu, Dao He] 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. Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg, 2015 Normal-inverse Wishart distribution nationallicence matrix t distribution nationallicence Bayes estimator nationallicence least squares estimator nationallicence Pitman closeness criterion nationallicence BMSE and BMSEM criteria nationallicence Xu Kai School of Statistics and Management, Shanghai University of Finance and Economics, 200433, Shanghai, P. R. China aut He Dao School of Mathematics and Computer Science, Anhui Normal University, 241003, Wuhu, P. R. China aut Acta Mathematica Sinica, English Series Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 31/6(2015-06-01), 1003-1014 1439-8516 31:6<1003 2015 31 10114 https://doi.org/10.1007/s10114-015-3649-2 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10114-015-3649-2 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Xu Kai School of Statistics and Management, Shanghai University of Finance and Economics, 200433, Shanghai, P. R. China aut NATIONALLICENCE 700 1- He Dao School of Mathematics and Computer Science, Anhui Normal University, 241003, Wuhu, P. R. China aut NATIONALLICENCE 773 0- Acta Mathematica Sinica, English Series Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 31/6(2015-06-01), 1003-1014 1439-8516 31:6<1003 2015 31 10114