平衡损失下回归系数的线性可容许性

广东工业大学学报 ›› 2010, Vol. 27 ›› Issue (1): 16-17.

平衡损失下回归系数的线性可容许性

广东工业大学应用数学学院，广东广州5100006

出版日期:2010-03-25 发布日期:2010-03-25

Linear Admissibility of Regression Coefi cient Under Balanced Loss Functions

Faculty of Applied Mathematics，Guangdong University of Technology，Guangzhou 510006，China

Online:2010-03-25 Published:2010-03-25

摘要/Abstract

摘要： 在平衡损失函数下研究线性模型中回归系数的线性容许估计，得到了回归系数的估计在平衡损失下为可容许估计的充分必要条件．

关键词: 线性模型；二次损失；可容许性；平衡损失

Abstract: It studies the admissibility of linear estimators of regression coeficients in linear models under balanced loss fonctions．and gives the necessary and suffieient conditions for a linear estimator that is admissible．

Key words: linear model；Quadratic loss；admissibility；balanced loss functions

邱红兵. 平衡损失下回归系数的线性可容许性[J]. 广东工业大学学报, 2010, 27(1): 16-17.

QIU Hong-Bing. Linear Admissibility of Regression Coefi cient Under Balanced Loss Functions[J]. Journal of Guangdong University of Technology, 2010, 27(1): 16-17.

参考文献

[1]Zeller A．Bayesian and non—Bayesian using balanced loss function[C]／／GUTPA S S，BEGRWE J O．Statistical decision theory and topics V．New York：Spring—Verlag，1994：377—390．

[2]Dipak K，Malay Ghosh，William E．On estimation with balanced loss functions[J]．Statistics& Probability Letters，1999(45)：97—101．

[3]Ohtani K．Inadmissibility of the Stein—rule estimator under the balanced loss function[J]．Journal of Econometrics，1999(88)：193-201．

[4]罗汉，柏超．线性模型中参数的平衡Ls估计及其性质[J]．湖南大学学报：自然科学版，2006，33(2)：122—123．

[5]邱红兵，罗季．一般线性模型中参数的平衡广义Ls估计[J]．华东师范大学学报：自然科学版，2008，9(5)：66—71．

[6]Jozaniam J，Marchand E，Parsian A．On estimation with weighted balanced—type loss function[J]．Statistics&Probability Letters，2006(76)：773-780．

[7]徐兴忠，吴启光．平衡损失下回归系数的线性容许估计[J]．数学物理学报(A辑)，2000，20(4)：468473．Linear Admissibility of Regression Coefi cient Under Balanced Loss Funct

Metrics

Viewed

Full text

Abstract

Cited

Shared

Discussed