相关期刊:《Acta Mathematicae Applicatae Sinica》《Science Bulletin》《Communications in Mathematics and Statistics》《Journal of Systems Science & Complexity》更多>>
We consider estimation of the scale parameter of a two-parameter exponential distribution on the basis of doubly censored data.Classes of estimators,improving upon the minimum risk equivariant estimator,are derived un...
The SRFDPHE(20070183023);the NSF(10571073,J0630104)of China
In this paper we investigate the estimator for the rth power of the scale parameter in a class of exponential family under symmetric entropy loss L(θ, δ) = v(θ/δ + δ/θ - 2). An exact form of the minimum ris...
the National Natural Science Foundation of China;Now at Department of Mathematics, Huaiyin Teachers' College, Jiangsu, China
Let X_1,...,Xn. be a random sample from multivariate normal distribution Np(μ,∑), where μ∈Rp and E is a positive definite matrix, both p and ∑ being unknown. It is shown that for the entropy loss L(δ, |∑| ^(- 1...
This project is supported by the National Natural Science Foundation of China
Let Y be distributed according to an n-variate normal distribution with a mean Xβ and a nonsingular covariance matrix σ~2V,where both X and V are known,β∈R^p is a parameter,σ>0 is known or unknown.Denote β=(X'V-...
Supported by National Natural Science Foundation of China.
Under multivariant normal linear models, it is proved that usual loss estima-tors based on the uniformly minimum variance unbiased estimator and the best affinelyequivariant estimator of error variance are inadmissibl...
Project supported by the National Natural Science Foundation of China.
I. INTRODUCTIONIt is well-known that the usual estimator, the sample mean, for the mean of a multivariate normal distribution is inadmissible. After the improvement of the original proof, several concise proofs are pr...