Generalized Bayes estimators in multivariate problems
From MaRDI portal
(Redirected from Publication:1246950)
Cited in
(17)- A note on the posterior expected loss as a measure of accuracy in Bayesian methods
- Stein estimation -- a review
- What finite-additivity can add to decision theory
- Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
- Asymptotic variance estimation in multivariate distributions
- Discussion of ``Estimating random effects via adjustment for density maximization by C. Morris and R. Tang
- Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal
- On extended admissible procedures and their nonstandard Bayes risk
- Admissible and minimax multiparameter estimation in exponential families
- Larry Brown's work on admissibility
- Quantification of empirical determinacy: The impact of likelihood weighting on posterior location and spread in Bayesian meta-analysis estimated with JAGS and INLA
- Simultaneous estimation of ordered parameters
- A bayes method for estimating the common mean of two normal populations
- Characterization of limits of Bayes procedures
- Single observation unbiased priors
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity
- A new class of generalized Bayes minimax ridge regression estimators
This page was built for publication: Generalized Bayes estimators in multivariate problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1246950)
