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The superiorities of bayes linear unbiased estimator in multivariate linear models |
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| Authors: | Wei-ping Zhang Lai-sheng Wei Yu Chen |
| Institution: | 3 Department of Statistics and Finance,University of Science and Technology of China,Hefei 230026,China |
| Abstract: | 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. |
| Keywords: | multivariate linear models Bayes linear unbiased estimator least square estimator mean square error matrix criterion Bayesian Pitman closeness criterion |
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