Three strings of inequalities among six Bayes estimators

DOI10.1080/03610926.2017.1335411MaRDI QIDQ4563509zbMATH OpenOpenAlexFDO

Authors Ying-Ying Zhang, Yuhan Xie, Wen-He Song, Mingqin Zhou

Publication date 1 June 2018

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

Full work available at URL https://doi.org/10.1080/03610926.2017.1335411

zbMATH Keywords

Bayes estimatorsbeta-binomial modelnormal and inverse gamma modelposterior expected lossstrings of inequalities.

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Point estimation (62F10) Bayesian inference (62F15)

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Cites work

• Bayesian estimation of log-normal means with finite quadratic expected loss
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• Estimation of scale parameter under entropy loss function
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 46578 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• Improved estimation of the covariance matrix under Stein's loss
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• On a class of improved estimators of variance and estimation under order restriction
• On the estimation of a normal precision and a normal variance ratio
• Overall objective priors
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model
• The Bayes rule of the parameter in \((0,1)\) under Zhang's loss function with an application to the beta-binomial model
• The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss
• The Bayesian Choice
• The case for objective Bayesian analysis

Cited in

(4)

• The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function
• The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function
• The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function
• The empirical Bayes estimators of the parameter of the uniform distribution with an inverse gamma prior under Stein’s loss function

Describes a project that uses

Uses Software

• rgl

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