| 非线性模型中方差和协方差分量的Bayes估计 |
| |
| 引用本文： | 王志忠,闫同新.非线性模型中方差和协方差分量的Bayes估计[J].数学理论与应用,2007,27(2):52-55. |
| |
| 作者姓名： | 王志忠 闫同新 |
| |
| 作者单位： | 中南大学数学科学与计算技术学院 长沙410075 |
| |
| 摘 要： | 本文采用Bayes方法从有逆gamma先验信息出发,得到了非张性模型中方差和协方差分量的估计,本文中的方差和协方差分量包含相关系数,而其他学者提出的线性模型中方差和协方差分量的Bayes估计只是本文的特殊情况.
|
| 关 键 词： | 非线性模型 方差和协方差分量 Bayes估计 相关系数 |
| 修稿时间： | 2006-11-29 |
Bayesian Estimation of Variance and Covariance Components in the Nonlinear Model |
| |
| Wang Zhizhong, Yan Tongxin.Bayesian Estimation of Variance and Covariance Components in the Nonlinear Model[J].Mathematical Theory and Applications,2007,27(2):52-55. |
| |
| Authors: | Wang Zhizhong Yan Tongxin |
| |
| Institution: | School of Mathematical Science and Computing Technology, Central South Umiversity, Changsha,410075 |
| |
| Abstract: | In this paper,the estimation of variance and covariance components in the nonlinear model are obtained with the Bayesian approach,which come from inverted gamma prior.The variance and covariance components include the coefficient of correlation in this paper,and the Bayesian estimation of variance and covariance components are presented in the linear model by other scholars is only the special case of this paper. |
| |
| Keywords: | Nonlinear model Variance and covariance Bayesian estimation Coefficient of correlation |
| 本文献已被 CNKI 维普 等数据库收录！ |
