摘要
在平衡损失函数下,主要研究回归系数的线性Minimax估计问题.通过分析平衡损失风险的极大极小性,得到了线性优化计类中回归函数的Minimax估计.在适当的假设下,证明了其唯一性.
The linear Minimax estimation of regression coefficient is mainly investigated, under balanced loss function. The Minmax properties of balanced loss function are considered. The Minimax estimation of regression coefficient in the class of linear estimation, which is unique under suitable hypotheses, is obtained.
出处
《数学的实践与认识》
CSCD
北大核心
2009年第18期170-176,共7页
Mathematics in Practice and Theory
基金
东华理工大学校长基金(DHXK0912)
