欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
在正态-逆Wishart先验下研究了多元线性模型中参数的经验Bayes估计及其优良性问题.当先验分布中含有未知参数时,构造了回归系数矩阵和误差方差矩阵的经验Bayes估计,并在Bayes均方误差（简称BMSE）准则和Bayes均方误差阵（简称BMSEM）准则下,证明了经验Bayes估计优于最小二乘估计.最后,进行了Monte Carlo模拟研究,进一步验证了理论结果.
英文摘要：
In this paper,the authors investigate the empirical Bayes estimation of parameters and its superiority in multivariate linear model with respect to normal-inverse Wishart priors.When the parameters of prior distribution are partly unknown,the empirical Bayes estimators of the regression coefficient matrix and the error variance matrix are constructed.It is shown that the empirical Bayes estimators are superior to the corresponding least square estimators under the criteria of Bayes mean square error（BMSE for short）and Bayes mean square error matrix（BMSEM for short）.Finally,a Monte Carlo simulation is carried out to verify the theoretical results.
同期刊论文项目
同项目期刊论文
Admissibility of Linear Predictors in the Superpopulation Model with Respect to Inequality Constrain
Generalized p-values and Bayesian evidence in the one‐sided testing problems under exponential distr
A new generalized p-value approach for testing equality of coefficients of variation in k normal pop
Admissible linear estimators of multivariate regression coefficient with respect to an inequality co
Estimation of the Cholesky decomposition in a conditional independent normal model with missing data
Dividend problems in the diffusion model with interest and exponentially distributed observation tim
期刊信息
位置：