Pitman准则下误差方差预检验估计的表现  

Performances of Preliminary Test Estimator for Error Variance Under Pitman Nearness

作　　者：彭萍 胡桂开 PENG Ping;HU Guikai(School of Science,East China University of Technology,Nanchang 330013,China)

机构地区：[1]东华理工大学理学院,江西南昌330013

出　　处：《应用数学》2021年第4期791-799,共9页Mathematica Applicata

基　　金：Supported by the National Natural Science Foundation of China(11661003);the Natural Science Foundation of Jiangxi Province(20192BAB201006)。

摘　　要：本文研究Pitman准则下误定回归模型中误差方差广义预检验估计的性质.在获得Pitman准则概率精确表达式的基础上,对估计的优良性质及优良性关于模型误定的影响进行分析.最后,分别利用数值计算和模拟实例论证了我们所得结果.In this paper, we investigate the properties of a general preliminary test estimators for error variance in a misspecified regression model under Pitman nearness criterion. The exact expressions of Pitman nearness probability are derived. The performance comparison and the effect of misspecified error are obtained. Numerical study and simulation example are also given to evaluate the performance of proposed estimators.

关 键 词：预检验估计 误差方差 误定线性模型 PITMAN准则 

分 类 号：O212.4[理学—概率论与数理统计]