安徽工程大学学报Issue(1):90-94,5.
PA 样本下刻度指数族参数的渐近最优的 EB 估计
Asymptotically optimal empirical bayes estimation of parameter for scale-exponential family under PA samples
摘要
Abstract
Asymptotically optimal empirical Bayesian estimator of parameter is studied for scale-exponen-tial family under PA samples,the Bayesian estimator of parameter is derived under the scale squared er-ror loss function .By the method of kernel estimation,the empirical Bayesian estimator of the parameter is then constructed and the asymptotic optimality of the estimator is proved.Finally,an example is pres-ented.关键词
PA样本/刻度平方误差损失函数/刻度指数族参数/EB估计/核估计/渐近最优Key words
PA samples/scale squared error loss function/parameter for scale-exponential family/E-B es-timation/kernel estimation/asymptotic optimal分类
数理科学引用本文复制引用
童恩涛,范国良..PA 样本下刻度指数族参数的渐近最优的 EB 估计[J].安徽工程大学学报,2015,(1):90-94,5.基金项目
国家自然科学基金资助项目(11401006) (11401006)