IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v65y2003i4p389-399.html
   My bibliography  Save this article

Some results on constrained Bayes estimators

Author

Listed:
  • Frey, Jesse
  • Cressie, Noel

Abstract

If posterior means are used to estimate nonlinear functionals of an ensemble of parameters, biased estimates of those functionals typically result. Posterior means are optimal under sum-of-squared-error loss (SSEL); introducing weighting and at the same time discarding SSEL optimality may lead to better estimates of these functionals. Constraining the first two sample moments (weighted and unweighted) of the estimates is an attractive approach that is explored in this paper.

Suggested Citation

  • Frey, Jesse & Cressie, Noel, 2003. "Some results on constrained Bayes estimators," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 389-399, December.
    • Handle: RePEc:eee:stapro:v:65:y:2003:i:4:p:389-399
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00288-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tatsuya Kubokawa & Mana Hasukawa & Kunihiko Takahashi, 2012. "On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimatee," CIRJE F-Series CIRJE-F-861, CIRJE, Faculty of Economics, University of Tokyo.
    2. Enrico Fabrizi & Caterina Giusti & Nicola Salvati & Nikos Tzavidis, 2014. "Mapping average equivalized income using robust small area methods," Papers in Regional Science, Wiley Blackwell, vol. 93(3), pages 685-701, August.
    3. Tatsuya Kubokawa & Mana Hasukawa & Kunihiko Takahashi, 2014. "On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(2), pages 394-413, June.
    4. Tatsuya Kubokawa & William E. Strawderman, 2011. "Admissibility and Minimaxity of Benchmarked Shrinkage Estimators," CIRJE F-Series CIRJE-F-809, CIRJE, Faculty of Economics, University of Tokyo.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:65:y:2003:i:4:p:389-399. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.