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《Wuhan University Journal(Natural Science Edition)》 2003-01
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The Relative Efficiency of Bayes Estimator and LSE Estimator of Regression Coefficients

SHEN Shu\|xia, LIU Lu\|qin (School of Mathematics and Statistics, Wuhan University, Wuhan 430072,Hubei,China)  
We study Bayes estimator(BE) of regression coefficients under misspecified prior assumption and compare it with least square estimator(LSE).The upper and lower Bounds of two new relative efficiency are obtained.
【Fund】: 国家自然科学基金 (1 0 0 71 0 58 2 ) ;; 教育部高校骨干教师基金资助项目
【CateGory Index】: O212.8
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Chinese Journal Full-text Database 5 Hits
1 ZHOU Xiao-shuang(Department of Mathematics,Dezhou University,Shandong 253023,China);A New Relative Efficiency of Bayes Estimator and LSE of Regression Coefficients[J];College Mathematics;2011-06
2 YIN Xiao-hong(College of Science and Imformation Department,Shaoyang College,Shaoyang 422000,China);Moderate devitions and the law of iterated logarithm for generalized lse in linear model[J];Journal of Hunan University of Arts and Science(Natural Science Edition);2013-01
3 ZHOU Xiao-shuang1,2(1.Department of Mathematics,Dezhou University,Dezhou 253023,Shandong,China;2.School of Mathematics,Shandong University,Jinan 250100,Shandong,China);Relative efficiencies of the Bayes estimator and generalized least square estimator under a mis-specified prior assumption[J];Journal of Shandong University(Natural Science);2010-09
4 CHEN Yu-rong (Shool of Math. and Statistics,Wuhan University,Wuhan 430072,China);TWO KINDS OF RELATIVE EFFICIENCIES OF MIXED ESTIMATOR WITH RESPECT TO LS ESTIMATOR IN LINEAR REGRESSION MODEL[J];Journal o Mathematics;2007-01
5 LIU Qiong-sun;QIN Feng;College of Mathematics and Statistics,Chongqing University;;On Superiority of Bayes Linear Unbiased Variance Estimator in Generalized Gauss-Markov Model[J];Journal of Southwest China Normal University(Natural Science Edition);2013-09
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1 DING Jie(Dept. of Math., Southeast University, Nanjing 210096, China);A new relative efficiency in linear model and its property[J];JOURNAL OF ANHUI INSTITUTE OF MECHANICAL AND ELECTRICAL ENGINEERING;2002-04
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4 QIAN Feng 1,2 ,ZHOU Ji -yuan 1,3 , YIN Xiao-hui4, MIAO Xue-qing 2,5 (1.Department of Mathematics, Southeast University, Nanjing,Jiangsu 210096; 2.Department of Mathematics, Nantong Institute of Technology, Nantong, Jiangsu 226007; 3.Department of Mathematics, Huaihua University, Huaihua, Hunan 418008; 4.Department of Mathematics, Nanjing University of Posts and Telecommunications, Nanjing, Jiangsu 210003; 5.Department of Mathematics, Suzhou University, Suzhou, Jiangsu 215006);Linear Minimax Estimation in a Mixed Model under Ellipsoial Constraints[J];Journal of Huaihua University;2004-02
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7 GUI Qing ming 1,2 , GUO Jian feng 2, YI Wei yong 2 (1.Institute of Geodesy and Geophysics,Chinese Academy of Sciences, Wuhan 430077,China; 2.Institute of Surveying and Mapping,Information Engineering University, Zhengzhou 450052,China);Partial Root Root Estimator of Parameters in Gauss-Markov Model[J];Journal of The Pla Institute of Surveying and Mapping;2001-04
8 WANG De hui (Institute of Mathematics, Jilin University, Changchun, 130012, P.R.China) NIU Xiao ning (The Center of Environment Protection of Changchun, Changchun, 130022, P.R.China);Bayesian Estimation of Pascal Distribution Parameter under Entropy Loss Function[J];Acta Scientiarium Naturalium Universitatis Jilinensis;2001-01
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10 Zhang Weiping Wei Laisheng (Department of Statistics and Finance, University of Science Technology of China, Hefei 230026);THE ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATORS OF VARIANCE COMPONENTS IN ONE-WAY CLASSIFICATION RANDOM EFFECT MODEL[J];;2005-01
【Secondary References】
Chinese Journal Full-text Database 5 Hits
1 LI Hua-jun;MENG Zhao-wei;GUO Guang-bao;College of Science,Shangdong University of Technology;;New Relative Efficiency in Linear Model of Mixed Coefficient[J];Journal of Chongqing University of Technology(Natural Science);2014-11
2 ZHOU Yong-zheng,ZHOU Mei-xu (College of Information Engineering,Jingdezhen Ceramic Institute,Jingdezhen 333403,China);Relative Efficiencies for Mixed Estimator of Regression Coefficients with Aggregated Date[J];Mathematics in Practice and Theory;2012-18
3 CAO Xiao;School of Economics and Management,Northwest University of Political & Law;;A Study on Substantial Improvement of Least Square Estimation of Co-integrating Vector in Financial Time Series[J];Journal of Tangshan College;2014-06
4 QIAN Feng,LU Xiao-guo (Sch of Sci,Nantong Univ,Nantong 226007,China);A new relative efficiency in mixed model[J];Journal of Yangzhou University(Natural Science Edition);2008-03
5 WANG Li-tong(College of Science,Zhejiang University of Technology,Hangzhou 310032,China);The relative efficiency of least squares estimation with stochastic linear constraints[J];Journal of Zhejiang University of Technology;2012-03
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