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Mean square error matrix superiority of Empirical Bayes Estimators under misspecification

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  • L. Wei
  • G. Trenkler

Abstract

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Suggested Citation

  • L. Wei & G. Trenkler, 1995. "Mean square error matrix superiority of Empirical Bayes Estimators under misspecification," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 4(1), pages 187-205, June.
  • Handle: RePEc:spr:testjl:v:4:y:1995:i:1:p:187-205
    DOI: 10.1007/BF02563109
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    References listed on IDEAS

    as
    1. Unknown, 1986. "Letters," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 1(4), pages 1-9.
    2. Kadiyala, Krishna, 1986. "Mixed regression estimator under misspecification," Economics Letters, Elsevier, vol. 21(1), pages 27-30.
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    Cited by:

    1. Wei, Laisheng & Chen, Jiahua, 2003. "Empirical Bayes estimation and its superiority for two-way classification model," Statistics & Probability Letters, Elsevier, vol. 63(2), pages 165-175, June.
    2. Zhang, Weiping & Wei, Laisheng & Yang, Yaning, 2005. "The superiority of empirical Bayes estimator of parameters in linear model," Statistics & Probability Letters, Elsevier, vol. 72(1), pages 43-50, April.

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