On Bayes Linear Unbiased Estimator Under the Balanced Loss Function

Hongbing Qiu, Ji Luo and Shurong Zheng

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 24, 5175-5194

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.

Date: 2014
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DOI: 10.1080/03610926.2012.731128

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