摘要
本文考虑了参数估计在加权损失类下的稳健性问题,在加权损失类下,构造了一致改进估计,并且对Poisson均值参数的同时估计问题,给出了一类更广的不等压缩估计。
The present paper covers the loss-robust problem under a class of weighted loss functions and some universal improved estimators. Specially, we give some unequal shrink estimators in Poisson-Means estimation problem.
出处
《吉林大学自然科学学报》
CAS
CSCD
1991年第4期10-14,共5页
Acta Scientiarum Naturalium Universitatis Jilinensis
关键词
损失函数
加权
鲁棒性
统计判决
class of weighted loss function, robustness, unequal shrink estimator, universal improved estimator
