线性混合模型中方差分量的经验Bayes估计的收敛速度  

The Convergence Rate of Variance Component’s Empirical Bayes Estimators in Mixed-Linear Model

作　　者：邵敏娜[1] 郭鹏江[1] 宋矞[2] 

机构地区：[1]西北大学数学系,陕西西安710069 [2]宁夏大学数学计算机学院,宁夏银川750021

出　　处：《宁夏大学学报（自然科学版）》2006年第3期209-214,共6页Journal of Ningxia University(Natural Science Edition)

摘　　要：在加权平方损失下导出了含有2个方差分量的线性混合模型中方差分量的Bayes估计.利用多元密度函数及其混合偏导数的核估计方法构造了方差分量的经验Bayes(EB)估计,在某些条件下获得了该估计的收敛速度.Bayes estimators of variance components are derived for mixed-linear models with two variance components under the weighted square loss function in this paper, and the empirical Bayes estimators are constructed by the kernel estimation method of multivariate density and its mixed partial derivatives, and the convergence rates of this estimator are established as well.

关 键 词：线性混合模型 方差分量 BAYES估计 经验BAYES估计 收敛速度 

分 类 号：O212.1[理学—概率论与数理统计]