On estimation with balanced loss functions
On estimation with balanced loss functions
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DOI：
10.1016/s0167-7152(99)00047-4
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发表时间：
1999-11-01
影响因子：
0.8
通讯作者：
Strawderman, WE
中科院分区：
文献类型：
--
作者：
Dey, DK;Ghosh, M;Strawderman, WE
Zellner（1994）in：Gupta，S.S.，Berger，J.O.（编），统计决策理论及相关课题。Springer，纽约，pp. 371-390），在一般线性模型的背景下引入了平衡损失函数的概念，以反映拟合优度和估计精度。我们从统一频率论和贝叶斯的各种结果的角度来研究这个概念。我们表明，在广泛的一般性，频率论和贝叶斯结果的平衡损失遵循，也意味着相关的结果，二次损失函数，反映精度的估计。给出了正态误差结构和更一般的球对称误差分布的几个例子。(C)1999 Elsevier Science B. V.保留所有权利MSC：62 F10; 62 B12。
Zellner ((1994) in: Gupta, S.S., Berger, J.O. (Eds.), Statistical Decision Theory and Related Topics. Springer, New York, pp. 371-390), introduced the notion of a balanced loss function in the context of a general linear model to reflect both goodness of fit and precision of estimation. We study this notion from the perspective of unifying a variety of results both frequentist and Bayesian. We show in broad generality that frequentist and Bayesian results for balanced loss follow from and also imply related results for quadratic loss functions reflecting only precision of estimation. Several examples are given for normal error structures and more generally for spherically symmetric error distribution. (C) 1999 Elsevier Science B.V. All rights reserved MSC: 62F10; 62B12.