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| 摘要: |
| 本文在刻度平方误差损失函数下导出了刻度指数族分布中参数的Bayes 估计. 利用核估计的方法构造了参数的经验Bayes 估计, 在适当条件下得到了经验Bayes 估计的收敛速度, 推广了文献中的相关结果. |
| 关键词: 刻度平方误差损失 核估计 经验Bayes估计 收敛速度 |
| DOI： |
| 分类号:O212.5 |
| 基金项目:国家自然科学基金项目(11201005);安徽省自然科学基金项目(1308085QA13);全国统计科学研究计划重点项目(2013LZ17);安徽高校省级自然科学研究重点项目(KJ2012A135) |
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| AN EMPIRICAL BAYESIAN ESTIMATOR AND ITS CONVERGENCE RATE FOR THE PARAMETER IN THE SCALE-EXPONENTIAL FAMILY |
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HE Dao-jiang,YOU You
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| Abstract: |
| In this paper, the Bayesian estimator of the parameter in the scale-exponential family is derived under the scaled squared error loss function. By the method of Kernel estimation, the empirical Bayesian estimator of the parameter is then constructed. Finally, the convergence rate of the EB estimator is established, which generalizes some results in literature. |
| Key words: the scaled squared error loss function kernel estimation empirical Bayesian estimation convergence rate |
