Constrained Bayes and Empirical Bayes Estimation with Balanced Loss Functions

DOI10.1080/03610920601125938MaRDI QIDQ3593572zbMATH OpenOpenAlexFDO

Authors Malay Ghosh, Myung Joon Kim, Dal Ho Kim

Publication date 23 July 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920601125938

zbMATH Keywords

asymptoticconstrained Bayesconstrained empirical Bayesempirical Bayesmean squared error

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Bayesian inference (62F15) Parametric inference under constraints (62F30)

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• Bayesian analysis in econometrics
• Constrained Bayes Estimation With Applications
• Natural exponential families with quadratic variance functions
• Natural exponential families with quadratic variance functions: Statistical theory

Cited in

(12)

• Some results on constrained Bayes estimators.
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• Dominance properties of constrained Bayes and empirical Bayes estimators
• Small area shrinkage estimation
• Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
• Constrained Bayes Estimation With Applications
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