Dynamics of Bayes estimates for the rate of Poisson processes with gamma priors and convex loss

DOI10.1016/0167-7152(84)90006-3MaRDI QIDQ797945zbMATH OpenOpenAlexFDO

Authors Robert F. Anderson

Publication date 1984

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(84)90006-3

zbMATH Keywords

convex lossgamma priorscontinuous Poisson processdynamics of Bayes estimates

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Martingales with continuous parameter (60G44)

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Cites work

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• Bayes Estimation with Convex Loss
• Point processes and queues. Martingale dynamics

Cited in

(3)

• The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function
• Asymptotically optimal bayesian sequential point estimation with censored data
• Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model

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