Comparison of Bayesian and frequentist estimation and prediction for a normal population

zbMATH Open1192.62091MaRDI QIDQ3580495FDOQ3580495

Authors: Cuirong Ren, Dongchu Sun, Dipak K. Dey 

Publication date: 12 August 2010

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zbMATH Keywords

maximum likelihood estimatorBayes estimationloss functionrisk functionjeffreys prior

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

Cited In (8)

• Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors
• Title not available (Why is that?)
• Bayesian and frequentist estimation and prediction for exponential distributions
• Bayesian Point Estimation Using the Predictive Distribution
• A note on the comparison of the Bayesian and frequentist approaches to estimation
• Predictive measures of the conflict between frequentist and Bayesian estimators
• A study of the effect of loss functions on the Bayes estimates of dynamic cumulative residual entropy for Pareto distribution under upper record values
• Calibrating the prior distribution for a normal model with conjugate prior

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