| 连续型单参数指数族参数的经验Bayes估计问题:NA样本情形 |
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| 引用本文： | 陈玲,韦来生.连续型单参数指数族参数的经验Bayes估计问题:NA样本情形[J].数学研究,2006,39(1):44-50. |
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| 作者姓名： | 陈玲 韦来生 |
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| 作者单位： | 中国科学技术大学统计与金融系,安徽,合肥,230026 |
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| 基金项目： | 高等学校博士学科点专项科研项目;中国科学院知识创新工程项目 |
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| 摘 要： | 对连续型单参数指数族在平方损失下导出了参数的Bayes估计,利用同分布负相协(NA)样本构造了经验Bayes(EB)估计量,并在适当条件下获得了EB估计的收敛速度.文末给出一个满足定理条件的例子.
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| 关 键 词： | 单参数指数族 NA样本 经验Bayes估计 收敛速度 |
| 收稿时间： | 2005-07-09 |
| 修稿时间： | 2005年7月9日 |
The Empirical Bayes Estimation Problem for Continuous One-parameter Exponential Family:In the case of NA Samples |
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| Chen Ling,Wei Laisheng.The Empirical Bayes Estimation Problem for Continuous One-parameter Exponential Family:In the case of NA Samples[J].Journal of Mathematical Study,2006,39(1):44-50. |
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| Authors: | Chen Ling Wei Laisheng |
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| Abstract: | In this paper, the Bayes estimation problem for the continuous one-parameter exponential family has been derived and the empirical Bayes(EB) estimator is constructed by using the identically distributed and negatively associated(NA) samples. It is shown that the proposed EB estimator is asymptotically optimal with convergence rate near O(n~ -12 ) under suitable conditions. Finally, an example concerning main result is given. |
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| Keywords: | Continuous one-parameter exponential family NA samples empirical Bayes estimator convergence rates |
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