On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function

DOI10.1080/23311835.2015.1023670zbMath1341.62080OpenAlexW1976770238MaRDI QIDQ2813474

Amir T. Payandeh Najafabadi

Publication date: 24 June 2016

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2015.1023670

zbMATH Keywords

Fourier transformBayes estimatorconvex and invariant loss functionsminimum risk equivariant (MRE) estimator

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Harmonic analysis in one variable (42A99)

Cites Work

• Single observation unbiased priors
• Bayesian improvements of a MRE estimator of a bounded location parameter
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• Unbiasedness as the Dual of Being Bayes
• On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss
• The Selection of Prior Distributions by Formal Rules
• Mathematical Statistics
• Applied Bayesian Modeling and Causal Inference from Incomplete‐Data Perspectives
• A General Concept of Unbiasedness
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
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