Computing the estimator of a parameter vector via a competing Bayes method

DOI10.1016/J.MATCOM.2019.03.011MaRDI QIDQ1997663zbMATH OpenOpenAlexFDO

Authors Li-Chun Wang

Publication date 2 March 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2019.03.011

zbMATH Keywords

Gibbs samplingLindley approximationlinear Bayes estimatormean squared error matrix

Mathematics Subject Classification ID

Parametric inference (62Fxx)

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Cites work

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• A subclass of Bayes linear estimators that are minimax
• Accurate Approximations for Posterior Moments and Marginal Densities
• Bayes Linear Estimators
• Bayesian Computation with R
• Bayesian estimation for the exponentiated Weibull model under type II progressive censoring
• Computational statistics handbook with MATLAB
• General Variance Modifications for Linear Bayes Estimators
• scientific article; zbMATH DE number 5168225 (Why is no real title available?)
• scientific article; zbMATH DE number 3718335 (Why is no real title available?)
• scientific article; zbMATH DE number 578421 (Why is no real title available?)
• scientific article; zbMATH DE number 3297735 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• On improving standard estimators via linear empirical Bayes methods
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Cited in

(2)

• Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
• On seemingly unrelated regression models with linear mixed effects

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