An empirical Bayes derivation of best linear unbiased predictors
Let (Y1,θ1),…,(Yn,θn) be independent real-valued random vectors with Yi, given θi, is distributed according to a distribution depending only on θi for i=1,…,n. In this paper, best linear unbiased predictors (BLUPs) of the θi's are investigated. We show that BLUPs of θi's do not exist in ce...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2002-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S016117120211009X |