| 生长曲线模型中参数的Bayes线性无偏估计 |
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| 引用本文： | 周静雯,韦来生. 生长曲线模型中参数的Bayes线性无偏估计[J]. 应用概率统计, 2008, 24(6): 639-647 |
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| 作者姓名： | 周静雯 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,合肥,230026 |
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| 基金项目： | 国家自然科学基金，中国科学院知识创新工程重要方向性项目 |
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| 摘 要： | 本文在平方损失下导出了生长曲线模型中参数的Bayes线性无偏估计(LUE), 并在均方误差矩阵(MSEM)准则下研究了Bayes LUE相对于广义最小二乘估计(GLSE)的优良性. 对于非满秩情形,获得了可估函数的Bayes LUE并讨论了其优良性问题.
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| 关 键 词： | 生长曲线模型 Bayes线性无偏估计 广义最小二乘估计 均方误差矩阵准则. |
The Superiority of Bayes Linear Unbiased Estimation in the Growth Curve Model |
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| ZHOU JINGWEN,WEI LAISHENG. The Superiority of Bayes Linear Unbiased Estimation in the Growth Curve Model[J]. Chinese Journal of Applied Probability and Statisties, 2008, 24(6): 639-647 |
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| Authors: | ZHOU JINGWEN WEI LAISHENG |
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| Affiliation: | Department of Statistics and Finance;University of Science & Technology of China;Hefei;230026 |
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| Abstract: | Under quadratic loss function,the Bayes linear unbiased estimator(LUE) is derived for the growth curve model.The superiority of Bayes LUE over the generalized least square estimator(GLSE) is studied in terms of the mean square error matrix(MSEM) criterion.Finally,the superiority of the Bayes LUE of estimable functions for non-full rank case is considered further. |
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| Keywords: | The growth curve model Bayes linear unbiased estimator generalized least square estimator mean square error matrix criterion. |
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