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| 摘要: |
| 本文研究了一类线性模型中参数的Bayes线性无偏估计的优良性.利用矩阵论的相关知识,分别在平衡损失准则和均方误差阵准则下,得到了Bayes线性无偏估计优于广义最小二乘估计的条件. |
| 关键词: Bayes线性无偏估计 平衡损失 MSEM准则 广义最小二乘估计 优良性 |
| DOI： |
| 分类号:O212.8 |
| 基金项目:全国统计科学研究计划项目(2013LZ17);安徽高校省级自然科学研究重点项目(KJ2012A135) |
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| THE SUPERIORITIES OF BAYES ESTIMATION IN A CLASS OF LINEAR MODEL |
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WANG Ke-bao,ZHOU Ling
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| Abstract: |
| In this paper, the superiority of the Bayes linear unbiased estimators of unknown parameters in a class of linear models is studied. By using the theory of matrix, we obtain the conditions of the Bayes linear unbiased estimators to be superior to the generalized least squares estimator under the balanced loss criterion and the MSEM criterion, respectively. |
| Key words: Bayes linear unbiased estimator balanced loss criterion MSEM criterion generalized least square estimator superiority |
