Estimation of multiple gamma scale-parameters: bayes estimation subject to uniform domination

DOI10.1080/03610928608829235zbMath0602.62024OpenAlexW2120843445WikidataQ56941514 ScholiaQ56941514MaRDI QIDQ3738393

Anirban DasGupta, James O. Berger

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829235

zbMATH Keywords

Bayesian robustnesssimultaneous estimationsquared-error lossgamma scale parametersminimizing the Bayes riskRSLrelative savings lossadmissible proceduresmixture of conjugate priorsposterior relative savings lossPRSLuniform risk domination

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

Cites Work

• Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
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