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半参数可加模型参数的Bayes估计

The Bayes Estimation of Parameters in Semiparametric Partially Linear Additive Model
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摘要 研究了半参数可加模型参数的Bayes估计问题.导出了半参数可加模型中参数的Bayes最小风险线性无偏估计,同时研究了其均方误差矩阵准则下优于Profile最小二乘估计的优良性. In this paper we study Bayes estimator of parameters in semiparametric partially linear additive model.The Bayes minimum risk linear unbiased estimator of parameters was derived in the semiparametric partially linear additive model.The superiority of the new estimator over Profile least squares estimator was discussed in terms of mean square error matrix criterion.
作者 邬吉波
出处 《西南师范大学学报(自然科学版)》 CAS 北大核心 2017年第7期1-4,共4页 Journal of Southwest China Normal University(Natural Science Edition)
基金 国家自然科学基金青年项目(11501072 11426054) 重庆市科学技术项目(cstc2015jcyjA00001) 重庆市教委科学技术研究项目(KJ1501114)
关键词 半参数可加模型 Profile最小二乘方法 均方误差矩阵准则 semiparametric partially additive model profile least squares method mean square error matrix criterion
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