Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification

Sabine Tamaschke, Götz Trenkler and Laisheng Wei

Statistical Methods & Applications, 1997, vol. 6, issue 3, 273-284

Keywords: MSE-matrix comparison; Linear Regression Model; Misspecification; Linear Bayesian Estimator; Prediction (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/BF03178917

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