摘要
本文在平方损失下导出了生长曲线模型中参数的Bayes线性无偏估计(LUE),并在均方误差矩阵(MSEM)准则下研究了Bayes LUE相对于广义最小二乘估计(GLSE)的优良性.对于非满秩情形,获得了可估函数的Bayes LUE并讨论了其优良性问题.
Under quadratic loss function,the Bayes linear unbiased estimator(LUE) is derived for the growth curve model.The superiority of Bayes LUE over the generalized least square estimator(GLSE) is studied in terms of the mean square error matrix(MSEM) criterion.Finally,the superiority of the Bayes LUE of estimable functions for non-full rank case is considered further.
出处
《应用概率统计》
CSCD
北大核心
2008年第6期639-647,共9页
Chinese Journal of Applied Probability and Statistics
基金
国家自然科学基金(10771204)
中国科学院知识创新工程重要方向项目(KJCX3-SYW-S02)资助
关键词
生长曲线模型
Bayes线性无偏估计
广义最小二乘估计
均方误差矩阵准则
The growth curve model,Bayes linear unbiased estimator,generalized least square estimator,mean square error matrix criterion.
