| 一类线性模型参数的Bayes估计及其优良性 |
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| 引用本文： | 霍涉云,张伟平,韦来生. 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, 2007, 37(7): 773-776,802 |
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| 作者姓名： | 霍涉云 张伟平 韦来生 |
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| 作者单位： | 中国科学技术大学统计与金融系,安徽合肥,230026 |
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| 基金项目： | 高等学校博士学科点专项科研项目;中国科学院知识创新工程重要性方向项目 |
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| 摘 要： | 导出了一类线性模型中参数的Bayes线性无偏估计.在均方误差矩阵准则、predictive Pit mancloseness(PRPC)和posterior Pit man closeness(PPC)准则下分别研究了Bayes线性无偏估计相对于广义最小二乘估计的优良性.
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| 关 键 词： | 广义最小二乘估计 Bayes线性无偏估计 均方误差矩阵准则 PRPC准则 PPC准则 |
| 文章编号： | 0253-2778（2007）07-0773-04 |
| 修稿时间： | 2006-09-082006-11-15 |
The superiorities of Bayes estimation in a class of linear model |
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| HUO She-yun,ZHANG Wei-ping,WEI Lai-sheng. The superiorities of Bayes estimation in a class of linear model[J]. Journal of University of Science and Technology of China, 2007, 37(7): 773-776,802 |
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| Authors: | HUO She-yun ZHANG Wei-ping WEI Lai-sheng |
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| Affiliation: | Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China |
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| Abstract: | The Bayes linear unbiased estimator(BLUE) of parameters of a class of linear model was derived.The superiorities of the Bayes linear unbiased estimator over generalized least square(GLS) estimator were studied in terms of the mean square error matrix(MSEM) criterion,predictive Pitman closeness(PRPC) criterion and posterior Pitman closeness(PPC) criterion respectively. |
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| Keywords: | generalized least square estimator Bayes linear unbiased estimator mean square error matrix criterion predictive Pitman closeness criterion posterior Pitman closeness criterion |
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