On empirical Bayes estimation of multivariate regression coefficient
We investigate the empirical Bayes estimation problem of multivariate regression coefficients under squared error loss function. In particular, we consider the regression model Y=Xβ+ε, where Y is an m-vector of observations, X is a known m×k matrix, β is an unknown k-vector, and ε is an m-vector of...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2006-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/IJMMS/2006/51695 |