绝对损失下双边截断型分布族参数的渐近最优经验Bayes估计(英文)  

Asymptotically Optimal Empirical Bayes Estimation of Parameter for Two-sided Truncated Distribution Family under the Absolute Loss Function

作　　者：陈家清[1] 刘次华[2] 

机构地区：[1]武汉理工大学统计学系,湖北武汉430063 [2]华中科技大学数学系,湖北武汉430074

出　　处：《应用数学》2008年第3期417-423,共7页Mathematica Applicata

基　　金：the National Natural Science Foundation of China(10301011)

摘　　要：本文在绝对损失下构造了双边截断型分布族参数的经验Bayes估计,并在合适的条件下证明了该估计的渐近最优性.最后,给出两个有关本文主要结果的例子.The empirical Bayes（EB） estimation of the parameter is constructed for twosided trun cated distribulion family under the ahsolute loss function. It is shown that the proposed estirnator isan asymptotically optimal EB estimation under suitable conditions. Finally, two examples about the main results of this paper are given.

关 键 词：双边截断型分布族 经验BAYES估计 渐近最优性 绝对损失函数 

分 类 号：O212.1[理学—概率论与数理统计]