广西师范大学学报（自然科学版） ›› 2017, Vol. 35 ›› Issue (3): 63-74.doi: 10.16088/j.issn.1001-6600.2017.03.008

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强混合样本下刻度指数分布族参数的经验贝叶斯估计和检验

雷庆祝1, 秦永松1*, 罗敏2   

  1. 1. 广西师范大学数学与统计学院,广西桂林541004;
    2. 桂林市职工大学,广西桂林541002
  • 出版日期:2017-07-25 发布日期:2018-07-25
  • 通讯作者: 秦永松(1964—),男,湖北鄂州人,广西师范大学教授。E-mail:ysqin@mailbox.gxnu.edu.cn
  • 基金资助:
    国家自然科学基金(11361011,11671102);广西自然科学基金(2016GXNSFAA3800163)

Empirical Bayes Estimation and Test for Scale ExponentialFamilies under Strong Mixing Samples

LEI Qingzhu1,QIN Yongsong1*,LUO Min2   

  1. 1. College of Mathematic and Statistics,Guangxi Normal University, Guilin Guangxi 541004,China;
    2. Guilin Staff and Workers University, Guilin Guangxi 541002,China
  • Online:2017-07-25 Published:2018-07-25

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摘要： 本文研究强混合样本下刻度指数分布族参数的经验贝叶斯(EB)估计和检验问题,提出了2种EB估计和2种EB检验方法,在较一般的正则条件下,给出了在强混合样本下所提出的EB估计和EB检验的收敛速度,并模拟研究了EB方法的优劣性。

关键词: α-混合, 刻度指数分布族, EB估计, EB检验, 收敛速度

Abstract: In this paper, the empirical Bayes (EB) estimation and (EB) test in scale exponential families are studied under strong mixing samples. Two EB estimators and two EB tests are proposed. Under mild regularity conditions, the convergence rates of the proposed EB estimators and EB tests are given under strong mixing samples. Simulation results are also given to show the performance of the proposed EB estimators and tests.

Key words: α-mixing, scale exponential family, EB estimator, EB test, convergence rate

中图分类号: 

  • O212.1
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