Constrained Bayes and Empirical Bayes Estimation with Balanced Loss Functions

DOI10.1080/03610920601125938zbMath1315.62007OpenAlexW2071479695MaRDI QIDQ3593572

Myung Joon Kim, Dal Ho Kim, Malay Ghosh

Publication date: 23 July 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601125938

zbMATH Keywords

mean squared errorempirical Bayesasymptoticconstrained Bayesconstrained empirical Bayes

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (3)

Small area shrinkage estimation ⋮ Credibility estimators with dependence structure over risks and time under balanced loss function ⋮ Bayesian and robust Bayesian analysis under a general class of balanced loss functions

Cites Work

• Natural exponential families with quadratic variance functions: Statistical theory
• Natural exponential families with quadratic variance functions
• Bayesian analysis in econometrics
• Constrained Bayes Estimation With Applications

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