线性模型回归系数EB估计的一致收敛速度

THE UNIFORM CONVERGENCE RATE OF EMPIRICAL BAYES ESTIMATOR FOR REGRESSION COEFFICIENT IN LINEAR MODEL

利用多元密度函数及其导数的核估计方法，建立了多元线性模型回归系数的经验Ｂａｙｅｓ估计，并给出了这种估计的一致收敛速度．

In this paper we construct the empirical Bayes estimator of regression coefficient in multiple linear model, by using the kernel estimator method of multiple density function and its partial derivative. We obtain the uniform convergence rate of the estimator.