| 平衡损失下Bayes线性无偏最小方差估计的优良性 |
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| 引用本文： | 刘谢进,缪柏其.平衡损失下Bayes线性无偏最小方差估计的优良性[J].中国科学技术大学学报,2011(6). |
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| 作者姓名： | 刘谢进 缪柏其 |
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| 作者单位： | 淮南师范学院数学与计算科学系;中国科学技术大学统计与金融系; |
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| 基金项目： | 国家自然科学基金(10471135); 淮南师范学院科研基金项目(2010LK07)资助 |
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| 摘 要： | 在平衡损失风险函数准则下研究了未知参数的Bayes线性无偏最小方差(BLUMV)估计相对于最小二乘(LS)估计的优良性.在predictive Pitman closeness(PRPC)准则下研究了BLUMV估计相对于LS估计的优良性.
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| 关 键 词： | Bayes线性无偏最小方差估计 最小二乘估计 平衡损失风险函数准则 PRPC准则 |
The superiority of bayes linear unbiased minimum variance estimator under balanced loss |
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| LIU Xiejin,MIAO Baiqi.The superiority of bayes linear unbiased minimum variance estimator under balanced loss[J].Journal of University of Science and Technology of China,2011(6). |
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| Authors: | LIU Xiejin MIAO Baiqi |
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| Institution: | LIU Xiejin1,2,MIAO Baiqi2(1.Department of Mathematics and Computional Science,Huainan Normal University,Huainan 232001,China,2.Department of Statistics and Finance,University of Science and Technology of China,Hefei 230026,China) |
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| Abstract: | The superiority of Bayes linear unbiased minimum variance(BLUMV) estimator with respect to least square(LS) estimator of unknown parameter was studied in terms of the balanced loss risk function criterion.The superiority of the BLUMV estimator over LS estimator was studied in terms of the predictive Pitman closeness(PRPC) criterion. |
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| Keywords: | Bayes linear unbiased minimum variance estimator least square estimator balanced loss risk function criterion predictive Pitman closeness criterion |
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