Optimal rules and robust Bayes estimation of a gamma scale parameter

DOI10.1007/S00184-012-0407-7MaRDI QIDQ2392729zbMATH OpenOpenAlexFDO

Authors Leila Golparver, Ali Karimnezhad, Ahmad Parsian

Publication date 2 August 2013

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-012-0407-7

zbMATH Keywords

admissible estimatorBayes estimatorminimax estimatorprecautionary loss functionrobust Bayes estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35) Admissibility in statistical decision theory (62C15)

Recommendations

• scientific article; zbMATH DE number 6453252
• Bayesian shrinkage and minimax estimation of scale parameter of gamma distribution
• Estimation of multiple gamma scale-parameters: bayes estimation subject to uniform domination
• Admissible and minimax estimators of a lower bounded scale parameter of a gamma distribution under the entropy loss function
• Estimation of a Gamma Scale Parameter Under Asymmetric Squared Log Error Loss

Cites work

• scientific article; zbMATH DE number 5770592 (Why is no real title available?)
• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 524365 (Why is no real title available?)
• scientific article; zbMATH DE number 679512 (Why is no real title available?)
• scientific article; zbMATH DE number 2171092 (Why is no real title available?)
• scientific article; zbMATH DE number 4123039 (Why is no real title available?)
• scientific article; zbMATH DE number 1843526 (Why is no real title available?)
• scientific article; zbMATH DE number 845890 (Why is no real title available?)
• scientific article; zbMATH DE number 222644 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• A General Concept of Unbiasedness
• An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
• An overview of robust Bayesian analysis. (With discussion)
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Conditional ¡-minimax actions under convex losses
• Estimating the scale parameter of the exponential distribution with unknown location
• Estimation and Prediction in a Two-Parameter Exponential Distribution Based on k-Record Values under LINEX Loss Function
• Estimation of Generalized Variance Under Entropy Losses : Admissibility Results
• Estimation of a Gamma Scale Parameter Under Asymmetric Squared Log Error Loss
• Estimation of a covariance matrix under Stein's loss
• Estimation of the Shape and Scale Parameters of the Weibull Distribution
• Estimation of the scale parameter of gamma model in the presence of outlier observations
• Estimation with quadratic loss.
• Family of transformed chi-square distributions
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Minimum risk invariant estimators of a continuous cumulative distribution function
• On Bayesian inference with incompletely specified prior distributions
• On robust Bayesian estimation under some asymmetric and bounded loss function
• Optimal Statistical Decisions
• Parameter Estimation for a Generalized Gamma Distribution
• Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
• Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model
• Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function
• Risk behavior of variance estimators in multivariate normal distribution
• Robust Bayes estimation
• Robust Bayesian analysis: sensitivity to the prior
• Robust Bayesian estimation with asymmetric loss function
• Robust Bayesian prediction and estimation under a squared log error loss function
• Stability and conditional Γ-minimaxity in Bayesian inference
• Stability of Bayesian inference in exponential families
• Statistical decision theory and Bayesian analysis. 2nd ed
• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM
• Testing Statistical Hypotheses
• Unbiased Estimation of Location and Scale Parameters
• Unbiased Estimation: Functions of Location and Scale Parameters
• Γ-Minimax: A Paradigm for Conservative Robust Bayesians

Cited in

(12)

• scientific article; zbMATH DE number 5233722 (Why is no real title available?)
• Γ-Minimax: A Paradigm for Conservative Robust Bayesians
• Estimation of parameters of inverse Weibull distribution and application to multi-component stress-strength model
• A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
• Bayesian and robust Bayesian analysis in a general setting
• Bayesian shrinkage and minimax estimation of scale parameter of gamma distribution
• Inference on proportional hazard rate model parameter under type-I progressively hybrid censoring scheme
• Estimation of multiple gamma scale-parameters: bayes estimation subject to uniform domination
• Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications
• Estimating moments of a selected Pareto population under asymmetric scale invariant loss function
• Robust Bayesian Pitman closeness
• Bayesian estimation for scale parameter of inverse gamma distribution under MLinex loss function

This page was built for publication: Optimal rules and robust Bayes estimation of a gamma scale parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2392729)