scholarly journals Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution

2010 ◽  
Vol 101 (6) ◽  
pp. 1483-1492 ◽  
Author(s):  
Hisayuki Tsukuma
Keyword(s):  
Bayesian Estimation ◽  
Elliptically Contoured Distribution ◽  
The Mean ◽  
Elliptically Contoured ◽  
Shrinkage Priors

Bayesian estimation of the mean of an autoregressive process

1993 ◽  
Vol 20 (1) ◽  
pp. 25-39 ◽  
Author(s):  
Lyle D Broemeling ◽  
Peyton Cook
Keyword(s):  
Bayesian Estimation ◽  
Autoregressive Process ◽  
The Mean

scholarly journals Bayesian Estimation for Two Parameters of Gamma Distribution under Generalized Weighted Loss Function

2019 ◽  
Vol 60 (5) ◽  
pp. 1161-1171
Author(s):  
Loaiy F. Naji ◽  
Huda A. Rasheed
Keyword(s):  
Bayesian Estimation ◽  
Gamma Distribution ◽  
Loss Function ◽  
Maximum Likelihood Estimators ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Mean Squared Errors ◽  
Scale Parameters ◽  
The Mean ◽  
Two Parameters

This paper deals with, Bayesian estimation of the parameters of Gamma distribution under Generalized Weighted loss function, based on Gamma and Exponential priors for the shape and scale parameters, respectively. Moment, Maximum likelihood estimators and Lindley’s approximation have been used effectively in Bayesian estimation. Based on Monte Carlo simulation method, those estimators are compared in terms of the mean squared errors (MSE’s).

Intrinsic objective Bayesian estimation of the mean of the Tweedie family

2019 ◽  
Vol 2019 (7) ◽  
pp. 585-603
Author(s):  
Limor Langbord ◽  
Zinoviy Landsman ◽  
Udi E. Makov
Keyword(s):  
Bayesian Estimation ◽  
Tweedie Family ◽  
The Mean
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