Bayes/frequentist compromise decision rules for Gaussian sampling.

DOI10.1016/S0378-3758(03)00134-4zbMath1038.62005OpenAlexW2011654289WikidataQ58489795 ScholiaQ58489795MaRDI QIDQ1427508

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

Robustnessconfidence regionsBayes riskMixtureContaminationFrequentist riskt-prior

Mathematics Subject Classification ID

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

Cites Work

• Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators
• Statistical decision theory. Foundations, concepts, and methods
• Estimation of the mean of a multivariate normal distribution
• Bayesian robustness with more than one class of contaminations
• Bayesian robustness with mixture classes of priors
• Estimation of location amd scale parameters - a compromise
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case
• The use of Previous Experience in Reaching Statistical Decisions
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