摘要
本文基于错误指定的先验假定获得了回归系数的Ｂａｙｅｓ估计（ＢＥ），并在均方误差矩阵准则下对其与最小二乘（ＬＳ）估计进行了比较．导出了它们的相对效率的界．讨论了在后验ＰｉｔｍａｎＣｌｏｓｅｎｅｓｓ准则下ＢＥ相对于ＬＳ估计的优良性．
In this artical, under misspecified prior assumption the Bayes estimator (BE) of regrtession coefficients are obtained, based on the mean square error matrix criterion, it is compared with least square estimator (LSE). The bounds of the relative efficiencies for the considered estimators are derived. Filially, under the posterior Pitman closeness (PPC) criterion, the superiority of the BE over LSE is discussed.
出处
《应用概率统计》
CSCD
北大核心
2000年第1期71-80,共10页
Chinese Journal of Applied Probability and Statistics
基金
国家自然科学基金!(19671078
19971085)
国家教委博士点基金
