THE SUPERIORITIES OF BAYES LINEAR UNBIASED ESTIMATION IN PARTITIONED LINEAR MODEL  

作　　者：Weiping ZHANG Laisheng WEI Yu CHEN 

机构地区：[1]Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China

出　　处：《Journal of Systems Science & Complexity》2011年第5期945-954,共10页系统科学与复杂性学报（英文版）

基　　金：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.

摘　　要：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.

关 键 词：Bayes linear unbiased estimation Bayes mean square error matrix criterion least squareestimation partitioned linear model Pitman closeness criterion. 

分 类 号：O212.1[理学—概率论与数理统计] O212.4[理学—数学]