摘要
一、引言文[1]中研究了一元正态分布均值与方差联立EB估计的渐近最优性,作者在[2]中讨论了正态线性模型回归系数的EB估计问题。本文讨论回归系数与误差方差联立EB估计及有关性质。
We consider linear regression Y=Xβ+ε,ε～N(0,1_x) where β and σ~2 areunknown parameters. Under some suitable condititions. we construct the EB estimators ofparameters. We prove that the EB estimators is asympiotically optimal.
出处
《纯粹数学与应用数学》
CSCD
1992年第1期73-78,共6页
Pure and Applied Mathematics
