A Bayes estimator for ordered parameters and isotonic Bayesian graduation

DOI10.1080/03461238.1984.10413770zbMath0576.62097OpenAlexW2069990186MaRDI QIDQ3696356

James D. Broffitt

Publication date: 1984

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1984.10413770

zbMATH Keywords

smoothing effectorder restrictionestimating mortality ratesisotonic Bayesian graduation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items

Cross-validatory graduation, The fitting of parameter-constrained demographic models, Information theoretical mortality table graduation, Actuarial Modeling with MCMC and BUGs, Sensitivity analysis in ordered and restricted parameter models, EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions, Bayesian multiple comparisons of simply ordered means using priors with a point mass, Bayes inference for treatment effects with uncertain order constraints, Compound estimation of a monotone sequence.

Cites Work

• An algorithm for isotonic regression for two or more independent variables
• A statistical approach to graduation by mathematical formula
• An Empirical Distribution Function for Sampling with Incomplete Information
• Maximum Likelihood Estimates of Monotone Parameters
• On Testing Monotone Tendencies
• Estimating Strictly Increasing Regression Functions
• The Isotonic Regression Problem and Its Dual