Lastly, under misspecified prior assumption the Bayes estimator (BE) of regression coefficients are obtained, based on the loss matrix criterion and posterior Pitman closeness (PPC) criterion, it is compared with the least square estimator (LSE).
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- 第三種情形,我們得到了在錯誤先驗假定下回歸系數的Bayes估計,并獲得了在矩陣損失和后驗Pitman Closeness(PPC)準則下Bayes估計相對與最小二乘(LS)估計的優(yōu)良性。