Influence of the prior distribution on the risk of the Bayes rule

DOI10.1007/BF01046769MaRDI QIDQ1209208zbMATH OpenFDO

Authors Andrew L. Rukhin

Publication date 16 May 1993

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01046769

zbMATH Keywords

Bayes ruleconvexitydirectional derivativefrequentist riskpeakednessrisk influence functionunimodal prior distributions

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10)

Recommendations

• scientific article; zbMATH DE number 3915416
• Observations on the effect of the prior distribution on the predictive distribution in Bayesian inferences
• On the sensitivity of Bayes factors to the prior distributions
• scientific article; zbMATH DE number 3246775
• On priors and Bayes factors

Cites work

• A natural identity for exponential families with applications in multiparameter estimation
• An Extension of Wald's Theory of Statistical Decision Functions
• Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
• Conjugate priors for exponential families
• Estimating a bounded normal mean
• scientific article; zbMATH DE number 3923848 (Why is no real title available?)
• scientific article; zbMATH DE number 3945041 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 4056771 (Why is no real title available?)
• scientific article; zbMATH DE number 4072211 (Why is no real title available?)
• scientific article; zbMATH DE number 44577 (Why is no real title available?)
• scientific article; zbMATH DE number 3348831 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• Improving on equivariant estimators
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• On the consistency of Bayes estimates
• Towards a calculus for admissibility

Cited in

(1)

• Observations on the effect of the prior distribution on the predictive distribution in Bayesian inferences

This page was built for publication: Influence of the prior distribution on the risk of the Bayes rule

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1209208)