Results 181 to 190 of about 43,704 (217)

Bayes estimation of a convex quadratic

Biometrika, 1973
SUMMARY The estimation of a quadratic regression curve when the quadratic coefficient is known to be positive is treated by a Bayesian method. The method extends easily to deal with a general linear model under parameter constraints.
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Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case

Journal of the American Statistical Association, 1971
Abstract The first part of this article considers the Bayesian problem of estimating the mean, θ, of a normal distribution when the mean itself has a normal prior. The usual Bayes estimator for this situation has high risk if θ is far from the mean of the prior distribution.
Bradley Efron, Carl Morris
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Bayes and empirical Bayes estimation with errors in variables

Statistics & Probability Letters, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhang, Shunpu, Karunamuni, Rohana J.
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Linear Bayes and Optimal Estimation

Annals of the Institute of Statistical Mathematics, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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ESTIMATES OF MULTIPLE POISSON MEANS: BAYES AND EMPIRICAL BAYES

Statistics & Risk Modeling, 1983
Summary: For estimating multiple Poisson means, Bayes and empirical Bayes estimates are proposed. Such estimates, under suitable loss, sometimes dominate the usual maximum likelihood estimates. A study of the ''relative savings loss'' of such estimates as compared to maximum likelihood estimates is also made using a Bayesian viewpoint.
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Stein's positive part estimator and bayes estimator

Annals of the Institute of Statistical Mathematics, 1979
Stein's positive part estimator forp normal means is known to dominate the M.L.E. ifp≧3. In this article by introducing some proirs we show that Stein's positive part estimator is posterior mode. We also consider the Bayes estimators (posterior mean) with respect to the same priors and show that some of them dominate M.L.E. and are admissible.
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On asymptotic optimality of bayes empirical bayes estimators

Communications in Statistics - Theory and Methods, 1987
In an empirical Bayes decision problem, a prior distribution ≱ is placed on a one-dimensfonal family G of priors Gw, weΩ, to produce a Bayes empirical Bayes estimator, The asymptotic optimaiity of the Bayes estimator is established when the support of ≱ is Ω and the marginal distributions Hw have monotone likelihood ratio and continuous Kullback ...
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Bayes Factors and Posterior Estimation: Two Sides of the Very Same Coin

American Statistician, 2023
Harlan Campbell, Paul Gustafson
exaly  

Performance of empirical Bayes estimation techniques used in probabilistic risk assessment

Reliability Engineering and System Safety, 2020
Andrei V Gribok, Vivek Agarwal, Vaibhav Yadav   +2 more
exaly  

Bayes’ Estimators

2021
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