|
OALib Journal期刊
ISSN: 2333-9721
费用：99美元
|
|
|
|
矩阵损失下贝叶斯线性无偏估计及其稳健性
Keywords: 线性模型,贝叶斯线性无偏估计,稳健性
Abstract:
证明了,在一般线性模型中,未知参数在二次损失下的贝叶斯线性无偏估计也是矩阵损失下的贝叶斯线性无偏估计.讨论了贝叶斯线性无偏估计关于误差分布的稳健性,给出了未知参数的贝叶斯线性无偏估计是最优估计的充分必要条件.
| [1] | {1}
|
| [2] | TRENKLER G, WEI L S. The Bayes estimator in a misspecified
|
| [3] | regression model[J]. Test, 1996, 5: 113-123.
|
| [4] | {2}
|
| [5] | 张伟平. 线性模型中\,Bayes\,分析若干问题研究[D]. 合肥:
|
| [6] | 中国科学技术大学统计与金融系, 2005.
|
| [7] | {3}
|
| [8] | WEI L S, ZHANG W P. The superiorities of Bayes linear minimun risk
|
| [9] | estimation in linear model[J]. Communications in Statistics-Theory
|
| [10] | and Methods, 2007, 36: 917-926.
|
| [11] | {4}
|
| [12] | 韦来生. 错误先验假定下回归系数\,Bayes\,估计的小样本性质[J].
|
| [13] | 应用概率统计, 2000, 6(1): 71-80.
|
| [14] | {5}
|
| [15] | ZHANG W P, WEI L S. The robustness of Bayes linear unbiased
|
| [16] | estimations under misspecified prior assumption[J]. Journal of
|
| [17] | Applied Probability and Statistics, 2007, 23(1): 59-67.
|
| [18] | {6}
|
| [19] | 霍涉云, 张伟平, 韦来生.
|
| [20] | 一类线性模型参数的\,Bayes\,估计及其优良性[J]. 中国科学技术大学学报,
|
| [21] | {8}
|
| [22] | 刘湘蓉. 最小二乘估计关于误差分布的稳健性[J]. 应用概率统计, 2006,
|
| [23] | (4): 429-437.
|
| [24] | {9}
|
| [25] | 邱红兵, 罗季. Gauss-Markov\,估计关于误差分布的稳健性[J].
|
| [26] | 应用概率统计, 2010, 26(6): 615-622.
|
| [27] | {10}
|
| [28] | WANG S G, YA H. The Generalized Inverse Matrix and Its
|
| [29] | 07, 37(7): 773-776.
|
| [30] | {7}
|
| [31] | 童楠, 韦来生.
|
| [32] | 单向分类方差分析模型中参数的\,Bayes\,估计及其优良性[J].
|
| [33] | 中国科学技术大学学报, 2008, 38(9): 1084-1088.
|
| [34] | Applications[M]. Beijing: Beijing University of Technology Press,
|
| [35] | 1996.
|
| [36] | {11}
|
| [37] | WANG S G, CHOW S C. Advanced Linear Models: Theory and
|
| [38] | Applications[M]. New York: Marcel Deeker, 1994.
|
Full-Text
|
|
Contact Us
service@oalib.com QQ:3279437679 
WhatsApp +8615387084133
|
|
