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渐近最优的经验贝叶斯决策
  • ISSN号：1001-9847
  • 期刊名称：《应用数学》
  • 时间：0
  • 分类：O202.1[理学—数学]
  • 作者机构：[1]北京申科院应用数学所,北京, [2]中国科技大学统计与金融系,北京
  • 相关基金：Supported by NNSF of China （ 10571001）
作者： 王立春, 韦来生[2]
关键词： 经验贝叶斯, 渐近最优性, 变量带误差, Empirical Bayes , Asymptotic optimality , Error-in-variables
中文摘要：

本文获得了刻度指数族变量带误差情形下的贝叶斯决策，且利用解卷积的核方法构造出了经验贝叶斯决策．在适当的条件下，证明了经验贝叶斯决策的渐近最优性．

英文摘要：

In this paper,a Bayes decision rule is derived for the scale-exponential family with error in variables,and an empirical Bayes （EB） decision rule is constructed by a deconvolution kernel method. Under suitable conditions,it is shown that the EB decision rule is asymptotically optimal.

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期刊信息
  • 《应用数学》
  • 北大核心期刊（2011版）
  • 主管单位:国家教育部
  • 主办单位:华中科技大学
  • 主编：李大潜
  • 地址：武汉珞喻路1037号华中科技大学逸夫科技大楼南楼902室
  • 邮编：430074
  • 邮箱：yysx_hust@163.com
  • 电话：027-87543831
  • 国际标准刊号：ISSN：1001-9847
  • 国内统一刊号：ISSN：42-1184/O1
  • 邮发代号:38-61
  • 获奖情况:
  • 中国科学引文数据库来源期刊,中国学术期刊综合评价数据库来源期刊
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:4139