| 引用本文: | 李永乐.方差分量的Bayes二次无偏估计及可容许估计的非负性.[J].国防科技大学学报,1990,12(3):50-57 ,75.[点击复制] |
| Li yongle.Bayes Quadratic Unbiased Estimates of Variance Components and Nonnegativity of Admissible Estimates[J].Journal of National University of Defense Technology,1990,12(3):50-57 ,75[点击复制] |
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| 方差分量的Bayes二次无偏估计及可容许估计的非负性 |
| 李永乐 |
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(系统工程与应用数学系)
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| 摘要: |
| 对于有P个方差分量的线性模型，本文导出了方差分量线性函数的Bayes不变二次无偏估计的显示表达式，证明了Bayes不变二次无偏估计类形成了可容许的不变二次无偏估计的完全类。在可容许的不变二次无偏估计类中，讨论了非负参数函数的非负估计问题，给出了可容许的非负定估计存在的充要条件。 |
| 关键词: 数理统计，估计理论，方差分量，Bayes不变二次无偏估计，可容许性，非负估计，椭球等高分布 |
| DOI： |
| 投稿日期：1988-12-16 |
| 基金项目: |
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| Bayes Quadratic Unbiased Estimates of Variance Components and Nonnegativity of Admissible Estimates |
| Li yongle |
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(Department of Applied Mathematics and System Engineering)
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| Abstract: |
| In this paper，1inear models with p variance components are considered and the explicit and easy computable expressions for Bayes invariant quadratic unbiased estimates (BAIQUE's) are presented. The class of BAI-QUE's is proved to form the entire class of admissible invariant quadratic unbiased estimates. A necessary and sufficient condition for the existence of admissible nonegative definte quadratic unbiased estimates is given. |
| Keywords: mathematical statistics,estimation theory,variance components,Bayes invariant quadratic unbiased estimation,admissibility,nonnegative estimation,elliptically contoured distribution |
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