The superiorities of bayes linear unbiased estimator in multivariate linear models

  • Wei-ping Zhang
  • Lai-sheng Wei
  • Yu Chen


In this article, the Bayes linear unbiased estimator (BALUE) of parameters is derived for the multivariate linear models. The superiorities of the BALUE over the least square estimator (LSE) is studied in terms of the mean square error matrix (MSEM) criterion and Bayesian Pitman closeness (PC) criterion.


multivariate linear models Bayes linear unbiased estimator least square estimator mean square error matrix criterion Bayesian Pitman closeness criterion 

2000 MR Subject Classification

62C10 62H12 


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Copyright information

© Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Department of Statistics and FinanceUniversity of Science and Technology of ChinaHefeiChina

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