应用数学2006,Vol.19Issue(2):356-362,7.
渐近最优的经验贝叶斯决策
Asymptotically Optimal Empirical Bayes Decision
摘要
Abstract
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.关键词
经验贝叶斯/渐近最优性/变量带误差Key words
Empirical Bayes/Asymptotic optimality/Error-in-variables分类
数理科学引用本文复制引用
王立春,韦来生..渐近最优的经验贝叶斯决策[J].应用数学,2006,19(2):356-362,7.基金项目
Supported by NNSF of China ( 10571001 ) ( 10571001 )