两步Stein估计及其在Pitman准则下的相对优良性

Two-step Stein Estimate and Pitman Criterion

在参数估计问题中,通常会遇到这样一类估计,在它们的表达式中含有未知参数,于是在实际应用中将该未知参数用其某一估计代替从而产生了两步估计,但是该两步估计在原来所依据的准则下一般不再具有优良性质;而本文目的是从保护的角度,试图在其它准则下解释两步估计的优良性.我们以两步Stein估计为例,给出了它在Pitman准则下仍具有优良性的结果.

Two- step estimates, occurring in the question of parameter estimating, usually lose fine properties underthe original criterion. Taking two- step Stein estimate and Pitman criterion for instance, the purpose of this text is to explain two - step estimates＇ rationality under other criteria from the angle of protecting.