| THE ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATION IN MULTIPLE LINEAR REGRESSION MODEL |
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| 引用本文： | ZHANG SHUNPU, WEI LAISHENG(Department of Mathematics,Haugzhou Normal College,Hangzhou 310036)(Department of Mathematics,University of Science and Technology of China,Hefei 230026). THE ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATION IN MULTIPLE LINEAR REGRESSION MODEL[J]. 高校应用数学学报(英文版), 1994, 9(3): 245-258. DOI: 10.1007/BF02663774 |
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| 作者姓名： | ZHANG SHUNPU WEI LAISHENG(Department of Mathematics Haugzhou Normal College Hangzhou 310036)(Department of Mathematics University of Science and Technology of China Hefei 230026) |
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| 作者单位： | ZHANG SHUNPU; WEI LAISHENG(Department of Mathematics，Haugzhou Normal College，Hangzhou 310036)(Department of Mathematics，University of Science and Technology of China，Hefei 230026) |
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| 摘 要： | ＴＨＥＡＳＹＭＰＴＯＴＩＣＡＬＬＹＯＰＴＩＭＡＬＥＭＰＩＲＩＣＡＬＢＡＹＥＳＥＳＴＩＭＡＴＩＯＮＩＮＭＵＬＴＩＰＬＥＬＩＮＥＡＲＲＥＧＲＥＳＳＩＯＮＭＯＤＥＬ￥ＺＨＡＮＧＳＨＵＮＰＵ；ＷＥＩＬＡＩＳＨＥＮＧ（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉ...
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| 收稿时间： | 1992-11-23 |
THE ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATION IN MULTIPLE LINEAR REGRESSION MODEL |
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| ZHANG SHUNPU, WEI LAISHENG. THE ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATION IN MULTIPLE LINEAR REGRESSION MODEL[J]. Applied Mathematics A Journal of Chinese Universities, 1994, 9(3): 245-258. DOI: 10.1007/BF02663774 |
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| Authors: | ZHANG SHUNPU WEI LAISHENG |
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| Affiliation: | (1) Department of Mathematics, Hangzhou Normal College, 310036 Hangzhou;(2) Department of Mathematics, University of Science and Technology of China, 230026 Hefei |
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| Abstract: | Empirical Bayes estimation of the parameter vector θ=(β’,σ2)’ in a multiple linear regression modelY=Xβ+ε is considered, where β is the vector of regression coefficient, ε∽N(0,σI with σ2 unknown. In this paper, we construct the EB estimators of θ by using the kernel estimation of multivariate density function and its partial derivatives. Under some moment conditions on prior distribution we obtain their asymptotic optimality. The project is supported by the National Natural Science Foundation of China |
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| Keywords: | Empirical Bayes estimation asymptotic optimality multiple linear regression model. |
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