On Bayes Linear Unbiased Estimator Under the Balanced Loss Function |
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| Authors: | Hongbing Qiu Ji Luo |
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| Institution: | 1. School of Applied Mathematics, Guangdong University of Technology, Guangzhou, China;2. School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou, China |
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| Abstract: | In this paper, the Bayes linear unbiased estimator (Bayes LUE) is derived under the balanced loss function. Moreover, the superiority of Bayes LUE over ordinary least square estimator is studied under the mean square error matrix criterion and Pitman closeness criterion. Furthermore, we compare Bayes LUE under the balanced loss function with Bayes LUE under the quadratic loss function. |
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| Keywords: | balanced loss function Bayes linear unbiased estimator linear model mean square error matrix criterion Pitman closeness criterion |
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