| 陈玲,韦来生.线性模型中回归系数和误差方差的同时Bayes估计的优良性[J].数学年刊A辑,2011,32(6):763~774 |
| 线性模型中回归系数和误差方差的同时Bayes估计的优良性 |
| Superiorities of Simultaneous Bayes Estimation of Regression Coefficients and Error-Variance in Linear Model |
| |
| DOI： |
| 中文关键词: 线性模型 Bayes估计 最小二乘估计 均方误差(矩阵)准则 Bayes Pitman closeness准则 |
| 英文关键词:Linear model Bayes estimation Least squares estimation Mean square error(matrix) criterion Bayes Pitman closeness criterion |
| 基金项目:国家自然科学基金(No11071232); 安徽大学青年科研基金(No2011KJQN1002)资助的项目 |
|
| Hits: 1225 |
| Download times: 864 |
| 中文摘要: |
| 在线性模型中回归系数与误差方差具有正态-逆Gamma先验时, 导出了回归系数与
误差方差的同时Bayes估计. 在均方误差矩阵准则和 Bayes Pitman
closeness 准则下, 研究了回归系数的Bayes估计相对于最小二乘(LS)估计的优良性,
还讨论了误差方差的Bayes估计在均方误差准则下相对于LS估计的优良性. |
| 英文摘要: |
| The simultaneous Bayes estimators of regression
coefficients and error-variance are derived in linear model under
the normal-invert Gamma prior distributions. The superiorities of
the Bayes estimator over the least squares (LS) estimator for
regression coefficients are investigated in terms of the mean square
error matrix criterion and Bayes Pitman closeness
criterion, and the superiority of the Bayes estimator of
error-variance over LS estimator is also discussed under the mean square
error criterion. |
| View Full Text View/Add Comment Download reader |
| Close |
