Bayesian Decision Based Estimation and Predictive Inference

Ming-Hui Chen (), Dipak K. Dey (), Peter Müller (), Dongchu Sun () and Keying Ye ()
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Ming-Hui Chen: University of Connecticut, Department of Statistics
Dipak K. Dey: University of Connecticut, Department of Statistics
Peter Müller: The University of Texas, M. D. Anderson Cancer Center, Department of Biostatistics
Dongchu Sun: University of Missouri-Columbia, Department of Statistics
Keying Ye: University of Texas at San Antonio, Department of Management Science and Statistics, College of Business

Chapter Chapter 3 in Frontiers of Statistical Decision Making and Bayesian Analysis, 2010, pp 69-112 from Springer

Abstract: Abstract Shrinkage estimation is a traditional research topic in Bayesian analysis. The three sections in this chapter convincingly argue that this venerable topic remains a current research frontier with many open problems. The chapter starts with a review of the current state of research and concludes with an insightful discussion of a very specific form of shrinkage estimation arising in recent work on inference in gene-environment interaction studies.

Keywords: Nuisance Parameter; Restrictive Model; Bayesian Decision; Predictive Density; Predictive Inference (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4419-6944-6_3

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DOI: 10.1007/978-1-4419-6944-6_3

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