多元线性回归中回归系数的线性经验Bayes估计
LINEAR EMPIRICAL BAYES ESTIMATION APPLIED IN MULTIPLE LINEAR REGRESSION
-
摘要: 本文构造了多元线性回归模型回归系数向量的线性经验Bayes估计,并在较一般的条件下得到了渐近最优的收敛速度。Abstract: In this paper, a kind of linear empirical Bayes estimators of regression coeffience vector in a multiple linear regression model are constructed. Under some commen conditions, the asymptotically convergence rates of the estimators are obtained.