A Comparison of the Maximum Likelihood Estimator and the Posterior Mean in the Single-Parameter Case

DOI10.2307/2290516zbMath0781.62038OpenAlexW4252764419MaRDI QIDQ4031119

Thomas A. Severini

Publication date: 1 April 1993

Full work available at URL: https://doi.org/10.2307/2290516

zbMATH Keywords

mean squared errormaximum likelihood estimatorposterior meanprior distributionlarge- sample version of the Pitman nearness criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (1)

Comparison of testing procedures utilizingP-values and Bayes factors in some common situations

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