平衡损失函数下几乎无偏Liu估计的统计性质

Statistical Properties of Almost Unbiased Liu Estimator under Balanced Loss Function

摘要

在平衡损失函数下,讨论线性模型中两种几乎无偏 Liu估计的统计性质,给出几乎无偏 Liu估计、新型 Liu估计、新型几乎无偏 Liu估计在平衡损失函数下的风险,并在不同条件下讨论这些风险之间的关系.

Abstract

Under the balanced loss function,we discussed the statistical properties of two almost unbiased Liu estimators in linear models,gave the risks of the almost unbiased Liu estimator,the new Liu estimator and the new almost unbiased Liu estimator under the balanced loss function,and discussed the relationships among these risks under different conditions.

关键词

平衡损失函数 / 几乎无偏 Liu估计 / Liu估计 / 线性模型

Key words

balanced loss function / almost unbiased Liu estimator / Liu estimator / linear models

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基金资助

国家自然科学基金(12271231)