Bayes/frequentist compromise decision rules for Gaussian sampling.

DOI10.1016/S0378-3758(03)00134-4MaRDI QIDQ1427508zbMATH OpenOpenAlexWikidataFDO

Authors Lynn E. Eberly, Thomas A. Louis

Publication date 14 March 2004

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(03)00134-4

zbMATH Keywords

Bayes riskconfidence regionsContaminationFrequentist riskMixtureRobustnesst-prior

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Point estimation (62F10) Parametric tolerance and confidence regions (62F25)

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Cites work

• Bayesian robustness with mixture classes of priors
• Bayesian robustness with more than one class of contaminations
• Estimation of location amd scale parameters - a compromise
• Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators
• Estimation of the mean of a multivariate normal distribution
• scientific article; zbMATH DE number 4194934 (Why is no real title available?)
• scientific article; zbMATH DE number 1522723 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Statistical decision theory. Foundations, concepts, and methods
• The use of Previous Experience in Reaching Statistical Decisions

Cited in

(2)

• Controlling risks under different loss functions: The compromise decision problem
• Bayesian frequentist hybrid inference

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