Bayes Linear Estimators
作者:
LynnRoy LaMotte,
期刊:
Technometrics
(Taylor Available online 1978)
卷期:
Volume 20,
issue 3
页码: 281-290
ISSN:0040-1706
年代: 1978
DOI:10.1080/00401706.1978.10489673
出版商: Taylor & Francis Group
关键词: Linear estimation;Biased estimators;Bayes linear estimators
数据来源: Taylor
摘要:
A class of linear estimators, called Bayes linear estimators, is developed by finding, among all linear estimators, ones which have least average total mean squared error, averaged over parameter points. Ridge, generalized ridge, restricted least squares, subset least squares, least squares, best, and generalized inverse linear estimators are all either Bayes linear estimators or limits of Bayes linear estimators. Results on Bayes linear estimators are extended to affine estimators. “Bootstrapping” procedures, in which the data are recycled in the guise of prior information, are discussed.
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