| 刻度指数族参数的经验Bayes估计及收敛速度 |
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| 引用本文： | 何道江,尤游.刻度指数族参数的经验Bayes估计及收敛速度[J].数学杂志,2014,34(2):367-373. |
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| 作者姓名： | 何道江 尤游 |
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| 作者单位： | 安徽师范大学数学计算机科学学院; |
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| 基金项目： | 国家自然科学基金项目(11201005);安徽省自然科学基金项目(1308085QA13);全国统计科学研究计划重点项目(2013LZ17);安徽高校省级自然科学研究重点项目(KJ2012A135) |
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| 摘 要： | 本文在刻度平方误差损失函数下导出了刻度指数族分布中参数的Bayes估计.利用核估计的方法构造了参数的经验Bayes估计,在适当条件下得到了经验Bayes估计的收敛速度,推广了文献中的相关结果.
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| 关 键 词： | 刻度平方误差损失 核估计 经验Bayes估计 收敛速度 |
| 收稿时间： | 2013/4/2 0:00:00 |
| 修稿时间： | 2013/11/7 0:00:00 |
AN EMPIRICAL BAYESIAN ESTIMATOR AND ITS CONVERGENCE RATE FOR THE PARAMETER IN THE SCALE-EXPONENTIAL FAMILY |
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| HE Dao-jiang and YOU You.AN EMPIRICAL BAYESIAN ESTIMATOR AND ITS CONVERGENCE RATE FOR THE PARAMETER IN THE SCALE-EXPONENTIAL FAMILY[J].Journal of Mathematics,2014,34(2):367-373. |
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| Authors: | HE Dao-jiang and YOU You |
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| Institution: | School of Mathematics and Computer Science, Anhui Normal University, Wuhu 241000, China and School of Mathematics and Computer Science, Anhui Normal University, Wuhu 241000, China |
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| Abstract: | In this paper, the Bayesian estimator of the parameter in the scale-exponential family is derived under the scaled squared error loss function. By the method of Kernel estimation, the empirical Bayesian estimator of the parameter is then constructed. Finally, the convergence rate of the EB estimator is established, which generalizes some results in literature. |
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| Keywords: | the scaled squared error loss function kernel estimation empirical Bayesian estimation convergence rate |
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