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

DOI10.1016/0167-7152(84)90006-3zbMATH Open0546.62058OpenAlexW1981560146MaRDI QIDQ797945FDOQ797945

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

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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)

Cites Work

• Title not available (Why is that?)
• Point processes and queues. Martingale dynamics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayes Estimation with Convex Loss

Cited In (3)

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

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