Robustness of Bayes Linear Unbiased Estimator in Terms of Error Covariance and Prior Distributions

Qiu Hong-bing

doi:10.3969/j.issn.1007-7162.2016.05.002

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Robustness of Bayes Linear Unbiased Estimator in Terms of Error Covariance and Prior Distributions

更新时间：2026-05-27

- Robustness of Bayes Linear Unbiased Estimator in Terms of Error Covariance and Prior Distributions
- Vol. 33, Issue 5, Pages: 5-8(2016)
- 作者机构：
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- DOI：10.3969/j.issn.1007-7162.2016.05.002
  CLC：
- Online First：10 September 2016，
  
  Published：2016
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移动端阅览
邱红兵. Bayes线性无偏估计关于误差协方差及先验分布的稳健性[J]. 广东工业大学学报, 2016, 33(5): 5-8.

Qiu Hong-bing. Robustness of Bayes Linear Unbiased Estimator in Terms of Error Covariance and Prior Distributions[J]. 2016, 33(5): 5-8.
邱红兵. Bayes线性无偏估计关于误差协方差及先验分布的稳健性[J]. 广东工业大学学报, 2016, 33(5): 5-8. DOI： 10.3969/j.issn.1007-7162.2016.05.002.

Qiu Hong-bing. Robustness of Bayes Linear Unbiased Estimator in Terms of Error Covariance and Prior Distributions[J]. 2016, 33(5): 5-8. DOI： 10.3969/j.issn.1007-7162.2016.05.002.

摘要

对于线性模型中未知参数估计的稳健性的研究，一直是统计学中的一个热点.本文研究线性模型中回归系数的Bayes线性无偏估计关于误差协方差及先验分布的稳健性问题，分别得到当误差协方差改变、先验分布改变或误差协方差和先验分布同时改变时，Bayes线性无偏估计还保持其最优性的充分必要条件．

Abstract

The research that focuses on the robustness for the estimation of unknown parameters in the linear model has been a hot topic of statistics. In this paper

the robustness of Bayes linear unbiased estimator of the regression coefficients in the linear model in terms of error covariance and prior distributions are discussed

and the necessary and sufficient conditions for Bayes linear unbiased estimator holding its optimality when error covariance varies

or prior distributions vary

or error covariance and prior distributions vary

are respectively obtained.

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Related Institution

School of Information Engineering, Guangdong University of Technology

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