Results 271 to 280 of about 2,617,552 (333)

ESTIMATING A BINOMIAL PARAMETER: IS ROBUST BAYES REAL BAYES?

Statistics & Risk Modeling, 1993
Summary: In robust Bayesian analysis, a prior is assumed to belong to a family instead of being specified exactly. The multiplicity of priors naturally leads to a collection of Bayes actions (estimates), and these often form a convex set (an interval in the case of a real parameter).
Zen, Mei-Mei, DasGupta, A.
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Optimal robust Bayes estimation

Journal of Statistical Planning and Inference, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Yuanzhang, Saxena, K. M. Lal
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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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Constrained Bayes Estimation with Applications

Journal of the American Statistical Association, 1992
Abstract Bayesian techniques are widely used in these days for simultaneous estimation of several parameters in compound decision problems. Often, however, the main objective is to produce an ensemble of parameter estimates whose histogram is in some sense close to the histogram of population parameters.
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Bayes Estimates Under Bounded Loss

Biometrika, 1980
SUMMARY Regions conitaining all possible Bayes estimates under certain classes of bounded loss functions are given for many standard distributions. The properties of such regions are studied in depth for general classes of posterior distributions. Estimators are proposed that replace the posterior mean.
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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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Sensitivity of bayes and empirical bayes estimates

Communications in Statistics - Theory and Methods, 1990
The main objective is to investigate the behaviour of Bayes and empirical Bayes confidence intervals for a mean to changes from normality in the specification of either the sampling or prior distributions. To do this the posterior mean and variance are calculated when the prior and sampling distributions are defined by Edgeworth expansions, corrective ...
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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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Bayes estimation of Lomax distribution parameter in the composite LINEX loss of symmetry

, 2017
Shi Wei, Chunyong Wang, Zeyi Li
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Robust Bayes estimation using the density power divergence

, 2016
A. Ghosh, A. Basu
semanticscholar   +1 more source