Linear empirical Bayes estimation of quantiles

DOI10.1016/0167-7152(89)90084-9zbMath0667.62006OpenAlexW2092520850MaRDI QIDQ1117617

J. S. Maritz

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90084-9

zbMATH Keywords

bootstrap estimationestimating riskslinear Bayesnon-identical componentsParametric and nonparametric empirical Bayes estimation of quantiles

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Monte Carlo methods (65C05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (6)

Linear Bayes estimator for the two-parameter exponential family under type II censoring ⋮ On empirical Bayes estimation in the location family ⋮ Risk measures in a quantile regression credibility framework with Fama/French data applications ⋮ Quantile credibility models ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ Credible risk measures with applications in actuarial sciences and finance

Cites Work

• Empirical Bayes Estimation in Finite Population Sampling
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