| 注册
首页|期刊导航|应用数学|渐近最优的经验贝叶斯决策

渐近最优的经验贝叶斯决策

王立春 韦来生

应用数学2006,Vol.19Issue(2):356-362,7.
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

王立春 1韦来生2

作者信息

  • 1. 北京中科院应用数学所,北京
  • 2. 中国科技大学统计与金融系,北京
  • 折叠

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 )

应用数学

OA北大核心CSCDCSTPCD

1001-9847

访问量0
|
下载量0
段落导航相关论文