渐近最优的经验贝叶斯决策(英文)  

Asymptotically Optimal Empirical Bayes Decision

作　　者：王立春 韦来生[2] 

机构地区：[1]北京中科院应用数学所 [2]中国科技大学统计与金融系

出　　处：《应用数学》2006年第2期356-362,共7页Mathematica Applicata

基　　金：SupportedbyNNSFofChina(10571001)

摘　　要：本文获得了刻度指数族变量带误差情形下的贝叶斯决策,且利用解卷积的核方法构造出了经验贝叶斯决策.在适当的条件下,证明了经验贝叶斯决策的渐近最优性.In this paper,a Bayes decision rule is derived for the scale-exponential family with error in variables,and an empirical Bayes （EB） decision rule is constructed by a deconvolution kernel method. Under suitable conditions,it is shown that the EB decision rule is asymptotically optimal.

关 键 词：经验贝叶斯 渐近最优性 变量带误差 

分 类 号：O202.1[理学—数学]