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线性模型中参数的平衡LS估计及其性质 被引量：12

The Balanced LS Estimation of the Regressive Coefficient in a Linear Model
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摘要 基于平衡损失的思想,提出了估计线性模型中的参数的一个新标准,给出了在此标准下模型参数的估计,并分别得到了该估计是无偏估计、有效估计和可容许线性估计的充分必要条件. Based on the idea of balanced loss function, we have presented a new standard for estimating the regressive coefficient of a linear model. Under the new standard, we have gained the parameter estimation and the necessary and sufficient conditions for its unbiasedness, efficiency and admissibility.
作者 罗汉 柏超
机构地区 湖南大学数学与计量经济学院
出处 《湖南大学学报（自然科学版）》 EI CAS CSCD 北大核心 2006年第2期122-124,共3页 Journal of Hunan University:Natural Sciences
基金 国家自然科学基金资助项目(10101006)
关键词 线性模型 参数估计 平衡LS估计 linear model parameter estimation balanced LS estimation
分类号 O212.1 [理学—概率论与数理统计]
  • 相关文献

参考文献6

  • 1ZELLER A.Bayesian and non-Bayesian estimation using balanced loss function[M] //GUPTA S S,BERGER J O.Statistical decision theory and topics V.New York:Spring-Verlag,1994:377 -390.
  • 2WAN A T K.Risk comparision of the inequality constrained least squares and other related estimators under balanced loss[J].Economics Letter,1996,46:203-210.
  • 3OHTANI K.The exact risk performance of a pre-test estimator in a heteroscedastic linear regresstion model under the balanced loss function[J].Econometric Reviews,1997,16:119-130.
  • 4GILES J A,GILES D E A,OHTANI K.The exact risk of some pre-test and stein-type regresstion estimators under balanced loss[J].Communications in Statistics,Theory and Methods,1996,25:2 901-2 929.
  • 5WAN A T K.On generalized ridge regresstion estimators under collinerity and balanced loss[J].Applied Mathematics and Computation,2002,129:455-467.
  • 6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):468-473. 被引量：26

二级参考文献2

  • 1Wan A T K，Economics Letters，1994年，46卷，203页
  • 2Rao C R，Ann Statist，1976年，4卷，1023页

共引文献25

同被引文献42

  • 1ZELLER A.Bayesian and Non-Bayesian Using Balanced Loss Function[M]//GUTPA S S,BEGRWE J O.Statistical Decision Theory and Topics V.New York:Spring-Verlag,1994:377-390.
  • 2DEY D K,GHOSH M,STRAWDERMAN W E.On estimation with balanced loss functions[J].Statistics & Probability Letters,1999,45:97-101.
  • 3JOZANIA M J,MARCHAND E,PARSIAN A.On estimation with weighted balanced-type loss function[J].Statistics & Probability Letters,2006,76:773-780.
  • 4WAN A.Risk comparison of inequality constrained least squares and other related estimators under balanced loss[J].Economics Letters,1994,46:203-210.
  • 5RODRIGNES J,ZELLNER A.Weighted balanced loss function and estimation of the mean time to failure[J].Communications in Statistics-Theory and Methods,1994,23:3609-3616.
  • 6GILES J,GILES D,OHTANI K.The exact risk of some pretest and Stein type regression estimators under balanced loss[J].Communications in Statistics-Theory and Methods,1996,25:2901-2919.
  • 7OHTANI K.The exact risk of a weighted average estimator of the els and stein rule estimators in regression under balanced loss[J].Statistics & Decisions,1998,16:35-45.
  • 8Zeller 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.
  • 9Dipak K, Malay Ghosh, William E. On estimation with balanced loss functions [ J ]. Statistics & Probability Letters, 1999(45 ) :97-101.
  • 10Ohtani K. Inadmissibility of the Stein-rule estimator under the balanced loss funetion [J]. Journal of Eeonometries, 1999 ( 88 ) : 193-201.

引证文献12

二级引证文献11

湖南大学学报（自然科学版）
2006年 第2期

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