The superiorities of Bayes linear unbiased estimation in partitioned linear model

  • Weiping Zhang
  • Laisheng Wei
  • Yu Chen


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.

Key words

Bayes linear unbiased estimation Bayes mean square error matrix criterion least square estimation partitioned linear model Pitman closeness criterion 


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Copyright information

© Institute of Systems Science, Academy of Mathematics and Systems Science, CAS and Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

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

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