Loss functions in restricted parameter spaces and their Bayesian applications

DOI10.1080/02664763.2019.1586848MaRDI QIDQ5034175zbMATH OpenOpenAlexWikidataFDO

Authors Pavel Mozgunov, Thomas Jaki, Mauro Gasparini

Publication date 24 February 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/1706.02104

zbMATH Keywords

Awaawaaitchison distanceBayesian estimationscale parameter

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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Cites work

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Cited in

(13)

• On general Bayesian inference using loss functions
• Constrained Bayes and Empirical Bayes Estimation with Balanced Loss Functions
• scientific article; zbMATH DE number 524365 (Why is no real title available?)
• Classification loss function for parameter ensembles in Bayesian hierarchical models
• On Bayesian learning via loss functions
• Bayesian Estimation for Nonstandard Loss Functions Using a Parametric Family of Estimators
• 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 parameter in (0,1) under the power-log loss function with an application to the beta-binomial model
• The Bayes estimator of the positive restricted parameter under the power-power loss with an application
• Loss Functions in Restricted Parameter Spaces and Their Bayesian Applications
• Improving safety of the continual reassessment method via a modified allocation rule
• Bayesian and minimax estimators of loss
• Interval entropy loss function with application to the generalized extreme value distribution

Describes a project that uses

Uses Software

• R

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