Intrinsic losses

DOI10.1007/BF00133173zbMath0848.90010OpenAlexW4249616859MaRDI QIDQ1915821

Yanyan Li

Publication date: 1 July 1996

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00133173

zbMATH Keywords

entropyexponential familiesHellinger distanceFisher informationBayes estimatorsdistributional distanceHellinger lossesintrinsic lossesnoninformative priors in Bayesian analysis

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Linear inference, regression (62J99) Utility theory (91B16) Admissibility in statistical decision theory (62C15)

Related Items

Intrinsic Bayesian estimation of linear time series models, Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder), Estimation After Selection Under Reflected Normal Loss Function, Sensitivity analysis for Bayesian hierarchical models, Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location, Expressing Regret: A Unified View of Credible Intervals, Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases, Semi-automatic selection of summary statistics for ABC model choice, Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples, Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions, Asymptotic Bayes risks for a general class of losses, Intrinsic covariance matrix estimation for multivariate elliptical distributions, A decision-theoretical view of default priors, Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data, Conjugate priors and bias reduction for logistic regression models, Harold Jeffreys's \textit{Theory of probability} revisited, Comment: ``Harold Jeffreys's \textit{Theory of probability} revisited, A survey of Bayesian predictive methods for model assessment, selection and comparison, Intrinsic Bayesian inference on a Poisson rate and on the ratio of two Poisson rates, On predictive density estimation with additional information, Bayesian inference for generalized linear model with linear inequality constraints, Bayesian predictive distribution for a negative binomial model, Bayesian nonparametric model selection and model testing, Convergence of adaptive mixtures of importance sampling schemes, Bayesian isotonic logistic regression via constrained splines: an application to estimating the serve advantage in professional tennis, Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance, Intrinsic objective Bayesian estimation of the mean of the Tweedie family, Estimation of a non-centrality parameter under Stein-type-like losses, Objective Bayesian tests for Fieller-Creasy problem, An Appreciation of Balanced Loss Functions Via Regret Loss, Analytic approximation of the interval of Bayes actions derived from a class of loss functions, Estimation of the Pareto and related distributions – A reference-intrinsic approach, Understanding predictive information criteria for Bayesian models

Cites Work

• A Mathematical Theory of Communication
• Statistical decision theory and Bayesian analysis. 2nd ed
• Asymptotic methods in statistical decision theory
• A complete class theorem for statistical problems with finite sample spaces
• Papers on probability, statistics and statistical physics. Ed. by R. D. Rosenkrantz.
• Asymptotics in statistics: some basic concepts
• Universal Bayes estimators
• Bayes factors for nonlinear hypotheses and likelihood distributions
• The Fisher, Neyman-Pearson Theories of Testing Hypotheses: One Theory or Two?
• Is Pitman Closeness a Reasonable Criterion?
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Robust Estimation of a Location Parameter
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item