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The superiorities of Bayes linear unbiased estimation in partitioned linear model

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Abstract

In this article, the Bayes linear unbiased estimation (BALUE) of parameters is derived for the partitioned linear model. The superiorities of the BALUE over ordinary least square estimator (LSE) are studied in terms of the Bayes mean square error matrix (BMSEM) criterion and Pitman closeness (PC) criterion.

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Correspondence to Weiping Zhang.

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This research is supported by National Natural Science Foundation of China under Grant Nos. 10801123, 10801124 and 10771204, and the Knowledge Innovation Program of the Chinese Academy of Sciences under Grant No. KJCX3-SYW-S02.

This paper was recommended for publication by Editor Guohua ZOU.

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Zhang, W., Wei, L. & Chen, Y. The superiorities of Bayes linear unbiased estimation in partitioned linear model. J Syst Sci Complex 24, 945–954 (2011). https://doi.org/10.1007/s11424-011-8300-4

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  • DOI: https://doi.org/10.1007/s11424-011-8300-4

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