Constrained Bayes and Empirical Bayes Estimation with Balanced Loss Functions

DOI10.1080/03610920601125938zbMATH Open1315.62007OpenAlexW2071479695MaRDI QIDQ3593572FDOQ3593572

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

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zbMATH Keywords

asymptoticempirical Bayesmean squared errorconstrained Bayesconstrained empirical Bayes

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (12)

• Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
• Application of constrained Bayes estimation under balanced loss function in insurance pricing
• Title not available (Why is that?)
• Credibility estimators with dependence structure over risks and time under balanced loss function
• Small area shrinkage estimation
• Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function
• Some results on constrained Bayes estimators.
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• Dominance properties of constrained Bayes and empirical Bayes estimators
• Constrained Bayes and empirical Bayes estimation under random effects normal ANOVA model with balanced loss function
• Constrained Bayes Estimation With Applications
• A note on linearly constrained Bayes estimator in elliptical models

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