Bayes. Semiparametric Regression Model Is Estimated

Posted on:2010-04-05

Degree:Master

Type:Thesis

Country:China

Candidate:Q Q Li

Full Text:PDF

GTID:2190360302959693

Subject:Probability theory and mathematical statistics

Abstract/Summary:

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In this article,the Bayesian Minimum Risk Linear Unbiased Estimator(BMRLUE) of parameters is derived in semi-parametric regression model.We studied the superiorities of the BMRLUE over Weighted Least Square Estimator(WLSE) in terms of the Mean Square Error Matrix(MSEM) cerition,Predictive Pitman Closeness(PRPC) criterion and Posterior Pitman Closeness(PPC) criterion.Finally the large sample properties for the BMRLUE of parameters and the Estimator of Nonparametric part are discussed.

Keywords/Search Tags:

Semi-parametric regression Model, Bayes minimum risk linear unbiased estimator, weighted least square estimator, MSEM criterion, Bayes PC criterion, large sample properties

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