Linear Bayesian estimator of parametric vector in the linear model with an inequality constraint

In this paper, linear Bayesian estimator for parameter vector of linear model with an inequality constraint is considered. Firstly, linear Bayesian estimator is constructed based on the inequality constrained least-squared estimator of parametric vector. Secondly, the dominance properties for proposed estimator are analyzed by mean square error matrix. Finally, a simulation study and real data analysis are performed to illustrate the theoretical results, respectively. It is shown that linear Bayesian estimator dominates the inequality constrained least-squared estimator and approaches Bayesian estimator.