摘要
研究了线性模型中回归系数的最小风险估计问题.在平衡损失函数下,考虑了回归系数线性估计在线性估计类中的最小风险性,结果表明最小风险估计是非线性有偏估计,它与未知参数有关,当用未知参数的不同估计代替时,得到的估计都是一种估计的平衡.
In this paper, the smallest risk estimators of regression coefficient in the linear model are investigated. Under balanced loss function, the smallest risk properties of linear estimators of regression coefficient in the class of linear estimators are considered. The smallest risk estimators are nonlinear biased estimators and are relevant to the unknown parameters according to the results. All the estimators obtained are balance of estimators when unknown parameters are replaced by their different estimators.
出处
《宁夏大学学报（自然科学版）》
CAS
北大核心
2009年第1期12-14,共3页
Journal of Ningxia University(Natural Science Edition)
基金
国家自然科学基金资助项目(70773038)
东华理工大学校长基金资助项目(DHXW0729)
关键词
线性模型
回归系数
平衡损失函数
最小风险估计
linear model
regression coefficient
balanced loss function
smallest risk estimators
