Idea of constructing an image of Bayes action
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Publication:537410
DOI10.1016/j.stamet.2009.08.002zbMath1232.62018OpenAlexW2095515935MaRDI QIDQ537410
Publication date: 20 May 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2009.08.002
elliptically contoured distributionJeffreys' priorcomplex Bayes estimatorcomplex LINEX loss functionmultivariate Student \(t\) distribution
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
Related Items (4)
Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss ⋮ Bayesian analysis in multivariate regression models with conjugate priors ⋮ A note on linearly constrained Bayes estimator in elliptical models ⋮ Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models
Cites Work
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
- On the theory of elliptically contoured distributions
- On the admissibility of an estimator of a normal mean vector under a LINEX loss function
- Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
- Generalized ridge regression estimators under the LINEX loss function
- Estimation of parameters of parallelism model with elliptically distributed errors
- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- Multivariate T-Distributions and Their Applications
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