| Linex损失下二维单边截断型分布族参数的经验Bayes估计 |
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| 引用本文： | 康会光,师义民,等.Linex损失下二维单边截断型分布族参数的经验Bayes估计[J].数学季刊,2001,16(3):14-21. |
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| 作者姓名： | 康会光 师义民 |
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| 作者单位： | 西北工业大学应用数学系!陕西西安710072 |
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| 摘 要： | 在linex损失函数下，讨论边二维单边截断型分布族参数的经验Bayes(EB)估计问题，文中构造了参数的EB估计，在适当的条件下给出了该估计的收敛速度。并说明在较强条件下收敛速度可充分接近1。
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| 关 键 词： | Linex损失 经验Bayes估计 Bayes风险 收敛速度 二维单边截断型分布族 |
Empirical Bayes Estimation for the Parameter of Two-dimen sional One-side Truncated Distribution Families with Linex Loss |
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| KANG Hui-guang,SHI Yi-min,ZHAO Xiao-shan.Empirical Bayes Estimation for the Parameter of Two-dimen sional One-side Truncated Distribution Families with Linex Loss[J].Chinese Quarterly Journal of Mathematics,2001,16(3):14-21. |
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| Authors: | KANG Hui-guang SHI Yi-min ZHAO Xiao-shan |
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| Abstract: | In this paper, we construct the EB estim ation for the parameter of the two-dimensional one side truncat ed distribution fam ilies using Linex loss. The convergence rate of EB estimation is given and it is shown that the proposed empirical Bayes estimaiton can be arbitrarily close to 1 under certain conditions. |
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| Keywords: | Linex loss empirical Bayes estimation Bayes ri sk the convergence rate |
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