Sufficient conditions are provided to ensure that the Bayes estimator with squared error loss for the natural parameter of an exponential family distribution is a linear function of the sample value, given that various contractions of the Bayes estimator are also Bayes estimators, generalizing a result of Meeden (1976).
Publié le : 1977-11-14
Classification:
Exponential family,
linear estimates,
normal distribution,
quadratic loss,
Bayes estimation,
62F10,
62C10
@article{1176344008,
author = {Goldstein, Michael},
title = {On Contractions of Bayes Estimators for Exponential Family Distributions},
journal = {Ann. Statist.},
volume = {5},
number = {1},
year = {1977},
pages = { 1235-1239},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344008}
}
Goldstein, Michael. On Contractions of Bayes Estimators for Exponential Family Distributions. Ann. Statist., Tome 5 (1977) no. 1, pp. 1235-1239. http://gdmltest.u-ga.fr/item/1176344008/