若干有偏估计的后验Fisher信息比和后验似然距离统计量(英文)

POSTERIOR FISHER INFORMATION RATIO AND POSTERIOR LIKELIHOOD DISTANCE OF SOME BIASED ESTIMATES

本文通过后验对数似然函数,提出了若干有偏估计的后验Fisher信息比和后验似然距离统计量。这些统计量解决了模型扰动对有偏估计的影响度量问题。

By using a posterior distribution logarithmic likelihood function, this paper defines posterior Fisher imformation ratio statistic and posterior likelihood distance statistic. These statistics describe the effect of a disturbance of a linear model on some biased estimates of regression coefficient.