Deriving posterior distributions for a location parameter: A decision theoretic approach

DOI10.1214/AOS/1176346714zbMATH Open0544.62008OpenAlexW2031860474MaRDI QIDQ796911FDOQ796911

Authors: Constantine Gatsonis 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346714

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zbMATH Keywords

normal distributionStein phenomenonnoninformative priorsposterior densitybest translation invariant estimatorn-dimensional location family

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Cited In (10)

• Bayesian confidence estimation: an alternative approach
• Conditionally least-informative distributions: the case of the location parameter
• On the posterior distribution of a location parameter from a strongly unimodal distribution
• Estimation, prediction and the Stein phenomenon under divergence loss
• Admissible predictive density estimation
• Comparing Bayesian and frequentist estimators in the exchangeable case
• Exact minimax estimation of the predictive density in sparse Gaussian models
• △-correct decision for location and scale parameters
• Title not available (Why is that?)
• Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution

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