Stability of the posterior mean in linear models. An admissibility property of D-optimum and E-optimum designs

DOI10.1016/S0167-7152(96)00118-6zbMath0902.62084OpenAlexW2072847604MaRDI QIDQ1380575

Ryszard Zieliński, Marek Mȩczarski

Publication date: 1 July 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00118-6

zbMATH Keywords

D-optimalityE-optimalityBayesian estimationstable estimationclasses of priorsmeasures of robustness

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Robustness and adaptive procedures (parametric inference) (62F35) Admissibility in statistical decision theory (62C15)

Cites Work

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• Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
• Robust Bayesian experimental designs in normal linear models
• Bayesian experimental design: A review
• Sets of Posterior Means with Bounded Variance Priors
• Robust HPD Regions in Bayesian Regression Models

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