数学杂志2016，Vol.36Issue(2)：346-352,7.
一类线性模型中Bayes 估计的优良性
THE SUPERIORITIES OF BAYES ESTIMATION IN A CLASS OF LINEAR MODEL
摘要
Abstract
In this paper, the superiority of the Bayes linear unbiased estimators of unknown parameters in a class of linear models is studied. By using the theory of matrix, we obtain the conditions of the Bayes linear unbiased estimators to be superior to the generalized least squares estimator under the balanced loss criterion and the MSEM criterion, respectively.关键词
Bayes线性无偏估计/平衡损失/MSEM准则/广义最小二乘估计/优良性Key words
Bayes linear unbiased estimator/balanced loss criterion/MSEM criterion/generalized least square estimator/superiority分类
数理科学引用本文复制引用
王克豹,周玲..一类线性模型中Bayes 估计的优良性[J].数学杂志,2016,36(2):346-352,7.基金项目
全国统计科学研究计划项目(2013LZ17) （2013LZ17）
安徽高校省级自然科学研究重点项目(KJ2012A135) （KJ2012A135）
