摘要
本文利用线性经验Ｂａｙｅｓ估计的思想，对线性回归模型中未知参数向量构造了一类线性经验Ｂａｙｅｓ估计，并在一定条件下证明了其具有的ａ．ｏ．收敛速度．
In this paper,a linear empirical Bayes estimator of unknown parameter vector is constructed in linear regression model. Under some conditions, its asymptotic optimal convergence is proveded with convergent rate O (). Song's[8] results are improved esentially.Hence,in some sense,Singh's results are improved greatly.
出处
《应用数学》
CSCD
北大核心
1996年第4期429-432,共4页
Mathematica Applicata
关键词
线性回归模型
参数估计
BAYES估计
线性经验估计
Linear regression model
Parametric estimationl Linear empirical Beyes estimation 3 Asymptotic optimal convergence
