On Being Bayes and Unbiasedness

Siamak Noorbaloochi () and Glen Meeden ()
Additional contact information
Siamak Noorbaloochi: University of Minnesota
Glen Meeden: University of Minnesota

Sankhya A: The Indian Journal of Statistics, 2018, vol. 80, issue 1, No 8, 152-167

Abstract: Abstract Assuming squared error loss, we show that finding unbiased estimators and Bayes estimators can be treated as using a pair of linear operators that operate between two Hilbert spaces. We note that these integral operators are adjoint and then investigate some consequences of this fact. An extension to loss functions that can be defined via an inner product is also presented.

Keywords: Unbiasedness; Bayes estimators; Squared error loss; Consistency; Primary: 62F10; 62F15; Secondary: 47A05; 46C07. (search for similar items in EconPapers)
Date: 2018
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s13171-017-0097-3 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sankha:v:80:y:2018:i:1:d:10.1007_s13171-017-0097-3

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/13171

DOI: 10.1007/s13171-017-0097-3

Access Statistics for this article

Sankhya A: The Indian Journal of Statistics is currently edited by Dipak Dey

More articles in Sankhya A: The Indian Journal of Statistics from Springer, Indian Statistical Institute
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().