CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2007, 23(1) 59-67 DOI:      ISSN: 1001-4268 CN: 31-1256

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Zhang Weiping
Wei Laisheng
PubMed
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The Robustness of Bayes Linear Unbiased Estimations under Misspecified Prior Assumption

Zhang Weiping, Wei Laisheng

Department of Statistics and Finance, University of Science and Technology of China

Abstract��

The Bayes linear unbiased estimator (BLUE) of parameters is derived for general linear model under misspecified prior assumption. The robustness of BLUE over ordinary least square estimator (LSE) are shown in terms of mean square error matrix criterion and Pitman closeness criterion, the bounds of the relative efficiency of estimators are obtained.

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Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Zhang Weiping
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