| 平衡损失函数下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.平衡损失函数下Bayes线性无偏最小方差估计的优良性[J].山东大学学报(理学版),2011,46(11):89-95. |
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| 作者姓名： | 刘谢进 缪柏其 |
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| 作者单位： | 1. 淮南师范学院数学与计算科学系, 安徽 淮南 232038; 2. 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： | 国家自然科学基金资助项目(10471135);淮南师范学院科研基金资助项目(2010LK07) |
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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)估计相对于最优加权最小二乘(OWLS)估计的优良性,并导出在一定条件下二者趋于一致。在PRPC(predictive Pitman closeness criterion)准则下研究了BLUMV估计相对于OWLS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 最优加权最小二乘估计 平衡损失风险函数准则 PRPC准则 |
| 收稿时间： | 2010-12-10 |
The superiority of the Bayes linear unbiased minimum Variance estimator under balanced loss function |
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| LIU Xie-jin,MIAO Bai-qi.The superiority of the Bayes linear unbiased minimum Variance estimator under balanced loss function[J].Journal of Shandong University,2011,46(11):89-95. |
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| Authors: | LIU Xie-jin MIAO Bai-qi |
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| Institution: | 1. Department of Mathematics and Computional Science, Huainan Normal University, Huainan 232038, Anhui, China;
2. Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, Anhui, China |
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| Abstract: | The superiority of the Bayes linear unbiased minimum variance (BLUMV) estimator with respect to the optimally weighted least square (OWLS) estimator of unknown parameter was studied in terms of the balanced loss risk function criterion, and the two estimators can converge to the same one under a certain condition. The superiority of the BLUMV estimator over the OWLS estimator was studied under predictive Pitman closeness (PRPC) criterion. |
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| Keywords: | Bayes linear unbiased minimum variance estimator least square estimator optimally weighted least square estimator balanced loss risk function criterion predictive Pitman closeness criterion |
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