Deriving posterior distributions for a location parameter: A decision theoretic approach

DOI10.1214/aos/1176346714zbMath0544.62008OpenAlexW2031860474MaRDI QIDQ796911

Constantine A. Gatsonis

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346714

zbMATH Keywords

normal distributionnoninformative priorsposterior densityStein phenomenonbest translation invariant estimatorn-dimensional location family

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

Related Items (6)

Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution ⋮ Comparing Bayesian and frequentist estimators in the exchangeable case ⋮ Admissible predictive density estimation ⋮ Estimation, prediction and the Stein phenomenon under divergence loss ⋮ Bayesian confidence estimation: an alternative approach ⋮ Exact minimax estimation of the predictive density in sparse Gaussian models

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