Bayesian estimation of log-normal means with finite quadratic expected loss

DOI10.1214/12-BA733MaRDI QIDQ2633951zbMATH OpenOpenAlexFDO

Authors Enrico Fabrizi, Carlo Trivisano

Publication date 5 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1354024469

zbMATH Keywords

generalized hyperbolic distributionBessel functionsBayes estimatorsgeneralized inverse gamma distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15)

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Cited in

(14)

• Nonparametric Bayesian functional two‐part random effects model for longitudinal semicontinuous data analysis
• On the specification of prior distributions for variance components in disease mapping models
• Bayes inference with loss-and risk-functions in parameter estimation of logarithmic normal distributions
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• Bayesian estimation of mean and square of mean of normal distribution using linex loss function
• Small area estimation for semicontinuous skewed spatial data: an application to the grape wine production in Tuscany
• A Unified Framework for Estimation in Lognormal Models
• Comparison of loss functions for estimating the scale parameter of log-normal distribution using non-informative priors
• Bounds for Turánians of modified Bessel functions
• A Bayesian approach to inference on the variance of lognormal data
• Three strings of inequalities among six Bayes estimators
• Systematic deviation in mean of log bayes factor: Implication and application
• Bayesian analysis of ANOVA and mixed models on the log-transformed response variable
• Bayesian conditional mean estimation in log-normal linear regression models with finite quadratic expected loss

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