Estimation of one parameter exponential family based on records

摘要：

In this paper, we consider one-parameter exponential family and obtain the Bayes and empirical Bayes estimators of the unknown parameter based on record values. The admissibility and inadmissibility of a class of linear estimators of the form cT(XU(n))+ d are studied, where XU(n) is the n-th upper record.

关键词： Admissibility Bayes and empirical Bayes estimators Blyth’s method Record values

作者: REN Haiping XIAO Xiaoying

作者单位: School of Software, Jiang Xi University of Science and Technology, P.R. China 330013

会议类型: 国际会议

会议名称: 2010 International Conference on Application of Mathematics and Physics(2010国际数理科学与气象学术研讨会暨2010空间天气学研讨会 AMP2010)

会议地点: 南京

会议语种:英文

页码: 610-615

在线出版日期: 2010-05-08（万方平台首次上网日期，不代表论文的发表时间）