应用数学2021，Vol.34Issue(4)：791-799,9.
Pitman准则下误差方差预检验估计的表现
Performances of Preliminary Test Estimator for Error Variance Under Pitman Nearness
摘要
Abstract
In this paper, we investigate the properties of a general preliminary test estimators for error variance in a misspecified regression model under Pitman nearness criterion. The exact expressions of Pitman nearness probability are derived. The perfor-mance comparison and the effect of misspecified error are obtained. Numerical study and simulation example are also given to evaluate the performance of proposed estimators.关键词
预检验估计/误差方差/误定线性模型/Pitman准则Key words
Preliminary test estimator/Error variance/Misspecified linear model/Pitman nearness criterion分类
数理科学引用本文复制引用
彭萍,胡桂开..Pitman准则下误差方差预检验估计的表现[J].应用数学,2021,34(4):791-799,9.基金项目
Supported by the National Natural Science Foundation of China(11661003),the Natural Science Foundation of Jiangxi Province(20192BAB201006) （11661003）
