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The superiorities of Bayes linear unbiased estimation in partitioned linear model
  • ISSN号：1009-6124
  • 期刊名称：系统科学与复杂性学报(英文版)
  • 时间：0
  • 页码：945-954
  • 语言：中文
  • 分类：O212.1[理学—概率论与数理统计;理学—数学] O212.4[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China
  • 相关基金：This research is supported by National Natural Science Foundation of China under Grant Nos. 10801123, 10801124 and 10771204, and the Knowledge Innovation Program of the Chinese Academy of Sciences under Grant No. KJCX3-SYW-S02.
  • 相关项目：重尾场合下随机金融风险模型中的破产风险问题
作者： Chen Y.|Wei L.|Zhang W.|
关键词： 线性无偏估计, 线性模型, 优势, 分区, 均方误差矩阵, 最小二乘估计, 贝叶斯, LSE, Bayes linear unbiased estimation, Bayes mean square error matrix criterion, least squareestimation, partitioned linear model, Pitman closeness criterion.
中文摘要：

在这篇文章，参数的 Bayes 线性不偏的评价(BALUE ) 为划分线性模型被导出。在平常的最不方形的评估者(LSE ) 上的 BALUE 的优势以 Bayes 均方差矩阵(BMSEM ) 被学习标准和皮特曼亲密(PC ) 标准。

英文摘要：

In this article, the Bayes linear unbiased estimation （BALUE） of parameters is derived for the partitioned linear model. The superiorities of the BALUE over ordinary least square estimator （LSE） are studied in terms of the Bayes mean square error matrix （BMSEM） criterion and Pitman closeness （PC） criterion.

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期刊信息
  • 《系统科学与复杂性学报：英文版》
  • 主管单位:中国科学院
  • 主办单位:中国科学院系统科学研究所
  • 主编：
  • 地址：北京东黄城根北街16号
  • 邮编：100080
  • 邮箱：
  • 电话：010-62541831 62541834
  • 国际标准刊号：ISSN：1009-6124
  • 国内统一刊号：ISSN：11-4543/O1
  • 邮发代号:82-545
  • 获奖情况:
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,荷兰文摘与引文数据库,美国工程索引,美国科学引文索引（扩展库）,英国科学文摘数据库
  • 被引量:125