| 非线性模型中无信息方差和协方差分量Bayes估计 |
| |
| 引用本文： | 闫同新.非线性模型中无信息方差和协方差分量Bayes估计[J].福建工程学院学报,2009,7(4). |
| |
| 作者姓名： | 闫同新 |
| |
| 作者单位： | 福建工程学院,数理系,福建,福州,350108 |
| |
| 摘 要： | 采用Bayes方法从无先验信息出发,得到了非线性模型中方差和协方差分量的估计(包含相关系数),最后通过实例解算,结果表明:非线性模型中方差和协方差分量的估计,与ρ的理论值-0.5偏差不大,当没有先验信息时,该方法是可行的.
|
| 关 键 词： | 非线性模型 方差和协方差 Bayes估计 相关系数 |
Bayesian estimation of non-information variance and covariance components in the nonlinear model |
| |
| Yan Tongxin.Bayesian estimation of non-information variance and covariance components in the nonlinear model[J].Journal of Fujian University of Technology,2009,7(4). |
| |
| Authors: | Yan Tongxin |
| |
| Institution: | Mathematics and Physics Department;Fujian University of Technology;Fuzhou 350108;China |
| |
| Abstract: | The estimation of variance and covariance components in the nonlinear model was obtained with the Bayesian approach without prior information.The variance and covariance components included correlation coefficient.The present Bayesian estimation of variance and covariance components extended other available estimations in the linear model.Samples of estimation calculations were presented. |
| |
| Keywords: | nonlinear model variance and covariance Bayesian estimation correlation coefficient |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
