椭圆轮廓分布中平均向量的贝叶斯最小估计器

IF 0.9 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2024-06-19 DOI:10.1016/j.spl.2024.110186

Jie Jiang , Lichun Wang

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引用次数: 0

摘要

本文研究了在二次损失条件下，对尺度参数未知的椭圆轮廓分布的均值进行贝叶斯估计的问题。密度的拉普拉斯变换和反拉普拉斯变换有助于我们得到贝叶斯估计器的表达式。然后，我们证明了贝叶斯估计器在某些条件下的最小性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Bayes minimax estimator of the mean vector in an elliptically contoured distribution

This paper investigates the Bayes estimator of the mean of an elliptically contoured distribution with unknown scale parameter under the quadratic loss. The Laplace transform and inverse Laplace transform of density facilitate us to obtain the expression of Bayes estimator. Then we prove the minimaxity of the Bayes estimator under certain conditions.

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

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