| 单向分类随机效应模型中方差分量的渐近最优经验Bayes估计 |
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| 引用本文： | 张伟平,韦来生.单向分类随机效应模型中方差分量的渐近最优经验Bayes估计[J].系统科学与数学,2005,25(1):106-117. |
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| 作者姓名： | 张伟平 韦来生 |
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| 作者单位： | 中国科技大学统计与金融系,合肥,230026 |
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| 基金项目： | 国家自然科学基金(19971085)
中科院特别支持费和国家教委博士点基金资助课题. |
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| 摘 要： | 本文在加权平方损失下导出了单向分类随机效应模型中方差分量的Bayes估计, 利用多元密度及其偏导数的核估计方法构造了方差分量的经验Bayes(EB)估计,证明了 EB估计的渐近最优性.文末还给出了一个例子说明了符合定理条件的先验分布是存在 的.
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| 关 键 词： | 单向分类随机效应模型 方差分量 Bayes估计 经验Bayes估计 渐近最优性 |
| 修稿时间： | 2001年9月3日 |
THE ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATORS OF VARIANCE COMPONENTS IN ONE-WAY CLASSIFICATION RANDOM EFFECT MODEL |
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| Zhang Weiping,Wei Laisheng.THE ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATORS OF VARIANCE COMPONENTS IN ONE-WAY CLASSIFICATION RANDOM EFFECT MODEL[J].Journal of Systems Science and Mathematical Sciences,2005,25(1):106-117. |
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| Authors: | Zhang Weiping Wei Laisheng |
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| Institution: | Department of Statistics and Finance, University of Science Technology of China |
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| Abstract: | In this paper, the Bayes estimators of variance components are derived for one-way classification random effect model under the weighted square loss function, and the empirical Bayes (EB) estimators are constructed by the kernel estimation method of a multivariate density and its mixed partial derivatives. It is shown that the EB estimators are asymptotically optimal. Finally, an example satisfying the conditions of the main theorem is given. |
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| Keywords: | One-way classification random effect model variance components Bayes estimators empirical Bayes estimators asymptotical optimality |
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