| 对称熵损失下的一类指数族刻度参数估计 |
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| 引用本文： | 徐宝,王德辉,王瑞庭.对称熵损失下的一类指数族刻度参数估计[J].东北数学,2008,24(5):447-457. |
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| 作者姓名： | 徐宝 王德辉 王瑞庭 |
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| 作者单位： | |
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| 基金项目： | The SRFDPHE，国家自然科学基金 |
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| 摘 要： | In this paper we investigate the estimator for the rth power of the scale parameter in a class of exponential family under symmetric entropy loss L（θ, δ） = v（θ/δ ＋ δ/θ - 2）. An exact form of the minimum risk equivariant estimator under symmetric entropy loss is given, and the minimaxity of the minimum risk equivariant estimator is proved. The results with regard to admissibility and inadmissibility of a class of linear estimators of the form cT（X） ＋ d are given, where T（X） Gamma（v, θ）.
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| 关 键 词： | 熵损失 对称 参数估计 最小风险同变估计 指数族 尺度参数 线性估计 受理 |
Estimator of Scale Parameter in a Subclass of the Exponential Family under Symmetric Entropy Loss |
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| XU Bao,WANG De-hui,WANG Rui-ting.Estimator of Scale Parameter in a Subclass of the Exponential Family under Symmetric Entropy Loss[J].Northeastern Mathematical Journal,2008,24(5):447-457. |
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| Authors: | XU Bao WANG De-hui WANG Rui-ting |
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| Institution: | [1]Institute of Mathematics, Jilin University, Ghangchun, 180012 [2]School of Mathematics, Jilin Normal University, Siping, 186000 |
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| Abstract: | symmetric entropy loss, minimum risk equivariant estimator, Bayes estimator, minimaxity, admissible estimator, inadmissibility |
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| Keywords: | symmetric entropy loss minimum risk equivariant estimator Bayes estimator minimaxity admissible estimator inadmissibility |
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