摘要
本文讨论了线性Bayes估计和线性经验Bayes估计的若干性质。在适当条件下,证得了线性经验Bayes估计和它的条件Bayes风险的精确渐近结构。最后,通过实例研究了线性Bayes估计和一般Bayes估计。
In this paper we discussed some properties of linear Bayes ot and linear empirical Bayes estimation. Under suitable conditions we obtained precise asymptotic behavior of linear empirical Bayes estimator and its conditional Bayes risk. By means of examples we investigated linear and general Bayes estimation, repectively.
基金
国家自然科学基金187041
关键词
线性经验
BAYES
渐近性质
Linear empirical Beyes
General empirical Bayes
Asymptotic properties.
