The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss

DOI10.1080/03610926.2016.1148733zbMath1462.62164OpenAlexW2484226707MaRDI QIDQ5349235

Ying-Ying Zhang

Publication date: 23 August 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2016.1148733

zbMATH Keywords

Bayes ruleStein's lossposterior expected lossvariance parameterhierarchical normal and inverse gamma model

Mathematics Subject Classification ID

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

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The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function ⋮ Three strings of inequalities among six Bayes estimators ⋮ The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model ⋮ On E-Bayesian analysis of the hierarchical normal and inverse gamma model using different loss functions and its application ⋮ 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 parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function

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