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平衡损失下Bayes线性无偏最小方差估计的优良性 被引量:5

The superiority of bayes linear unbiased minimum variance estimator under balanced loss
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摘要 在平衡损失风险函数准则下研究了未知参数的Bayes线性无偏最小方差(BLUMV)估计相对于最小二乘(LS)估计的优良性.在predictive Pitman closeness(PRPC)准则下研究了BLUMV估计相对于LS估计的优良性. The superiority of Bayes linear unbiased minimum variance(BLUMV) estimator with respect to least square(LS) estimator of unknown parameter was studied in terms of the balanced loss risk function criterion.The superiority of the BLUMV estimator over LS estimator was studied in terms of the predictive Pitman closeness(PRPC) criterion.
出处 《中国科学技术大学学报》 CAS CSCD 北大核心 2011年第6期525-530,共6页 JUSTC
基金 国家自然科学基金(10471135) 淮南师范学院科研基金项目(2010LK07)资助
关键词 Bayes线性无偏最小方差估计 最小二乘估计 平衡损失风险函数准则 PRPC准则 Bayes linear unbiased minimum variance estimator least square estimator balanced loss risk function criterion predictive Pitman closeness criterion
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参考文献15

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