Bayesian Estimation and Prediction Using Asymmetric Loss Functions

DOI10.2307/2289234MaRDI QIDQ3740041zbMATH OpenOpenAlexFDO

Authors Arnold Zellner

Publication date 1986

Full work available at URL https://doi.org/10.2307/2289234

zbMATH Keywords

predictionlinear regressionBayesian estimationinadmissibilityrisk functionsBayes risksmultiparameter estimationVarian's asymmetric LINEX loss function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

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• Bayesian inference and prediction for normal distribution based on records
• Sufficient conditions for the admissibility under the LINEX loss function in non-regular case
• Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
• Improved estimation in regression with varying penalty
• Use of asymmetric loss functions in sequential estimation problems for multiple linear regression
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• Predictive ability tests with possibly overlapping models
• Optimal control designs using predicting densities for the multivariate linear model
• On estimating the mean of the selected normal population in two-stage adaptive designs
• Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts
• Bayes Estimation of Shift Point in Normal Sequence and Its Application to Statistical Process Control
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• Inference for the software reliability using asymmetric los fimctions:a hierarchical bayes approach
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• The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions
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• Comparison of estimators and predictors based on modified weibull records: Bayesian and non-Bayesian approaches
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• Inference and optimal censoring scheme for progressively type-II censored competing risks model for generalized Rayleigh distribution
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• Optimal monetary policy with a nonlinear Phillips curve
• scientific article; zbMATH DE number 4090583 (Why is no real title available?)
• Bayesian estimation based on progressive type-II censoring from two-parameter bathtub-shaped lifetime model: an Markov chain Monte Carlo approach
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• Effect of Linex loss function on the VSIX̄ control chart
• Sequential estimation for the multiple linear regression models with balanced loss functions
• A study of risks of Bayes estimators in the generalized half-logistic distribution for progressively type-II censored samples
• Bayesian and frequentist estimation and prediction for exponential distributions
• E-Bayesian estimations of the reliability and its E-posterior risk under different loss functions
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• Inference and prediction for modified Weibull distribution based on doubly censored samples
• Inference of progressively type-II censored competing risks data from Chen distribution with an application
• Efficiency of a Liu-type estimator in semiparametric regression models
• Bayesian semiparametric hierarchical empirical likelihood spatial models
• Estimation of some lifetime parameters of generalized Gompertz distribution under progressively type-II censored data
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• Decisions, decisions, decisions in an uncertain environment
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• Bayesian shrinkage estimator of Burr XII distribution
• Estimating the entropy of a Rayleigh model under progressive first-failure censoring
• Bayesian estimation for the exponentiated Weibull model under type II progressive censoring
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• ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM
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• Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
• Bayesian prediction with an asymmetric criterion in a nonparametric model of insurance risk
• E-Bayesian estimation and E-MSE of failure probability and its applications
• Inference for log‐location‐scale family of distributions under competing risks with progressive type‐I interval censored data
• Bayesian analysis of power generalized Weibull distribution
• Bayesian analysis of disturbances variance in the linear regression model under asymmetric loss functions
• Empirical Bayesian analysis of the Poisson intervention and incidence parameters.
• Shrinkage estimator of regression model under asymmetric loss
• Statistical inference for the lifetime performance index of products with Pareto distribution on basis of general progressive type II censored sample
• Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
• Inference on a new distribution under progressive-stress accelerated life tests and progressive type-II censoring based on a series-parallel system
• Estimation of parameters for exponentiated-Weibull family under type-II censoring scheme
• A note on the posterior risk of the entropy loss function
• Bayesian and maximum likelihood estimations of the inverse Weibull parameters under progressive type-II censoring
• MINIMIZING AVERAGE RISK IN REGRESSION MODELS
• Robust Bayesian estimation with asymmetric loss function
• Estimators for the Finite Mixture of Rayleigh Model Based on Progressively Censored Data

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