Influence of the prior distribution on the risk of the Bayes rule

DOI10.1007/BF01046769zbMath0772.62003MaRDI QIDQ1209208

Andrew. L. Rukhin

Publication date: 16 May 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

convexitydirectional derivativeBayes rulepeakednessfrequentist riskrisk influence functionunimodal prior distributions

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01)

Cites Work

• On the consistency of Bayes estimates
• Estimating a bounded normal mean
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Towards a calculus for admissibility
• Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
• A natural identity for exponential families with applications in multiparameter estimation
• Conjugate priors for exponential families
• Improving on equivariant estimators
• An Extension of Wald's Theory of Statistical Decision Functions
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