Bayesian estimation under estimation constraint

MaRDI QIDQ1433489zbMATH OpenFDO

Authors Pham Gia Thu, Tran Loc Hung

Publication date 18 June 2004

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

Bayes riskconstraintsdispersion functionposterior risksvariance functions

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Parametric inference under constraints (62F30)

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• Bayesian estimator of the linear regression model with an interval constraint on coefficients
• Bayesian estimation of constrained mean-covariance of normal distributions
• A note on linearly constrained Bayes estimator in elliptical models
• Bayesian mode and maximum estimation and accelerated rates of contraction
• Dominance properties of constrained Bayes and empirical Bayes estimators
• Estimating a parameter when it is known that the parameter exceeds a given value
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• Bayesian Estimation of Cost Functions with Stochastic or Exact Constraints on Parameters
• Constrained Bayes Estimation With Applications
• On the dispersive ordering and applications
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• Multivariate constrained Bayes estimation

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