Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification

1997 ◽  
Vol 6 (3) ◽  
pp. 273-284
Author(s):  
Sabine Tamaschke ◽  
Götz Trenkler ◽  
Laisheng Wei
Keyword(s):  
Mean Square Error ◽  
Prior Information ◽  
Bayes Estimation ◽  
Mean Square ◽  
Error Matrix ◽  
Matrix Properties ◽  
Mean Square Error Matrix

Underestimation of mean square error matrix in misspecified linear models

1982 ◽  
Vol 18 (2) ◽  
pp. 281-284 ◽  
Author(s):  
Timo Teräsvirta
Keyword(s):  
Mean Square Error ◽  
Linear Models ◽  
Mean Square ◽  
Error Matrix ◽  
Mean Square Error Matrix

Mean square error matrix superiority of Empirical Bayes Estimators under misspecification

Test ◽  
1995 ◽  
Vol 4 (1) ◽  
pp. 187-205 ◽  
Author(s):  
L. Wei ◽  
G. Trenkler
Keyword(s):  
Mean Square Error ◽  
Empirical Bayes ◽  
Mean Square ◽  
Bayes Estimators ◽  
Error Matrix ◽  
Empirical Bayes Estimators ◽  
Mean Square Error Matrix

Superiority of the class estimator over some estimators by the mean square error matrix criterion

2007 ◽  
Vol 77 (4) ◽  
pp. 438-446 ◽  
Author(s):  
M. Revan Özkale ◽  
Selahattin Kaçıranlar
Keyword(s):  
Mean Square Error ◽  
Mean Square ◽  
Error Matrix ◽  
The Mean ◽  
Mean Square Error Matrix

Mean square error matrix improvements and admissibility of linear estimators

1989 ◽  
Vol 23 (3) ◽  
pp. 313-325 ◽  
Author(s):  
Jerzy K. Baksalary ◽  
Erkki P. Liski ◽  
Götz Trenkler
Keyword(s):  
Mean Square Error ◽  
Mean Square ◽  
Error Matrix ◽  
Linear Estimators ◽  
Mean Square Error Matrix

Mean square error matrix superiority of estimators under linear restrictions and misspecification

1989 ◽  
Vol 30 (2) ◽  
pp. 141-149 ◽  
Author(s):  
P. Wijekoon ◽  
G. Trenkler
Keyword(s):  
Mean Square Error ◽  
Mean Square ◽  
Error Matrix ◽  
Linear Restrictions ◽  
Mean Square Error Matrix
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