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On Bayes linear unbiased estimation of estimable functions for the singular linear model
作者姓名:ZHANG  Weiping  &  WEI  Laisheng
作者单位:ZHANG Weiping & WEI Laisheng Department of Statistics and Finance,University of Science and Technology of China,Hefei 230026,China
基金项目:高等学校博士学科点专项科研项目,the Special Foundation of Chinese Academy of Sciences
摘    要:The unique Bayes linear unbiased estimator (Bayes LUE) of estimable functions is derived for the singular linear model. The superiority of Bayes LUE over ordinary best linear unbiased estimator is investigated under mean square error matrix (MSEM) criterion.

收稿时间:1 March 2004

On Bayes linear unbiased estimation of estimable functions for the singular linear model
ZHANG Weiping & WEI Laisheng.On Bayes linear unbiased estimation of estimable functions for the singular linear model[J].Science in China(Mathematics),2005,48(7):898-903.
Authors:ZHANG Weiping  Wei Laisheng
Institution:Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China
Abstract:The unique Bayes linear unbiased estimator (Bayes LUE) of estimable functions is derived for the singular linear model. The superiority of Bayes LUE over ordinary best linear unbiased estimator is investigated under mean square error matrix (MSEM) criterion.
Keywords:singular linear model  Bayes LUE  best linear unbiased estimator  MSEM criterion  
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