Choice of statistics in linear Bayes estimation

DOI10.1080/03461238.1985.10413774zbMath0579.62023OpenAlexW2038675001MaRDI QIDQ3702280

Walther Neuhaus

Publication date: 1985

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1985.10413774

zbMATH Keywords

natural statisticsrisk reductionsempirical linear Bayeslinear Bayes (LB) estimationprimary statisticsecondary statistic

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (4)

A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS ⋮ A contribution to modelling of IBNR claims ⋮ Risk invariant linear estimation ⋮ Linearly sufficient fun with credibility

Cites Work

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• Inference about parameters in empirical linear Bayes estimation problems
• On choice of statistics in credibility estimation
• The credibility approach to experience rating
• Empirical Bayes credibility
• Empirical linear Bayesian decision rules for a sequence of linear models with different eegressor matrices
• Abstract credibility

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