Found 164 Documents (Results 1–100)
On E-Bayesian analysis of the hierarchical normal and inverse gamma model using different loss functions and its application. (English) Zbl 07739730
MSC:
62-XX
E-Bayesian estimation of Maxwell distribution and its evaluation standards: E-posterior risks and E-MSEs (expected Mean square errors). (English) Zbl 07739599
MSC:
62-XX
Nonparametric empirical Bayes estimation based on generalized Laguerre series. (English) Zbl 07736122
Log-mean distribution: applications to medical data, survival regression, Bayesian and non-Bayesian discussion with MCMC algorithm. (English) Zbl 07706337
MSC:
62-XX
Bayesian inference for risk minimization via exponentially tilted empirical likelihood. (English) Zbl 07909614
MSC:
62-XX
Study on the effect of the different prior distributions on E-Bayesian estimation of failure probability and its E-posterior risk. (English) Zbl 07632215
E-Bayesian estimation of Burr type XII model based on adaptive type-II progressive hybrid censored data. (English) Zbl 1525.62042
A study on the effect of the loss function on Bayesian estimation and posterior risk of binomial distribution. (English) Zbl 07531819
Bayesian estimation for the scale parameter of a family of lifetime distributions under different priors. (English) Zbl 1486.62266
E-Bayesian estimations of the reliability and its E-posterior risk under different loss functions. (English) Zbl 07553264
E-Bayesian estimation and its E-posterior risk of the exponential distribution parameter based on complete and type I censored samples. (English) Zbl 1511.62056
Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default. (English) Zbl 1487.62137
Estimation of mean value of a normal distribution with constraints on the relative error and \(d\)-risk. (English) Zbl 07194339
MSC:
62-XX
Gibbs posterior inference on value-at-risk. (English) Zbl 1422.91376
MSC:
91B30
62P05
Estimates with asymptotically uniformly minimal \(d\)-risk. (English. Russian original) Zbl 1411.62044
Theory Probab. Appl. 63, No. 3, 500-505 (2019); translation from Teor. Veroyatn. Primen. 63, No. 3, 609-618 (2018).
MSC:
62F03
91B30
On the Bayesian inference of Kumaraswamy distributions based on censored samples. (English) Zbl 1380.62110
Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function. (English) Zbl 1395.62321
Bayesian inference and prediction of the Pareto distribution based on ordered ranked set sampling. (English) Zbl 1391.62044
Posterior analysis of the compound Rayleigh distribution under balanced loss functions for censored data. (English) Zbl 1360.62032
Bayesian estimation of the scale parameter of a Maxwell distribution under asymmetric loss functions with censoring. (English) Zbl 1478.62042
A two-step semiparametric method to accommodate sampling weights in multiple imputation. (English) Zbl 1393.62117
Mixture of the inverse Rayleigh distribution: properties and estimation in a Bayesian framework. (English) Zbl 1432.62340
On the generalized process capability under simple and mixture models. (English) Zbl 1514.62397
MSC:
62-XX
Bayesian sample size determination for the bounded Linex loss function. (English) Zbl 1453.62302
MSC:
62D05
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density. (English) Zbl 1506.62208
Heterogeneous data analysis using a mixture of Laplace models with conjugate priors. (English) Zbl 1317.62012
MSC:
62E15
Robust Bayesian inference in finite population sampling under balanced loss function. (English) Zbl 1305.62122
Bayesian estimation of regression coefficients under extended balanced loss function. (English) Zbl 1305.62239
MSC:
62J05
The horseshoe estimator: posterior concentration around nearly black vectors. (English) Zbl 1309.62060
Bridging Viterbi and posterior decoding: a generalized risk approach to hidden path inference based on hidden Markov models. (English) Zbl 1318.62273
Bayesian risk analysis. (English) Zbl 06310043
Klüppelberg, Claudia (ed.) et al., Risk. A multidisciplinary introduction. Cham: Springer. 207-240 (2014).
Bayesian inference of the inverse Weibull mixture distribution using type-I censoring. (English) Zbl 1514.62779
MSC:
62-XX
A study of the effect of the loss function on Bayes estimate, posterior risk and hazard function for lindley distribution. (English) Zbl 1274.62194
Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions. (English) Zbl 1293.62048
Comparison of risks of estimators under the LINEX loss for a family of truncated distributions. (English) Zbl 1327.62110
Dimensional reduction for latent scores modeling using recursive integration. (English) Zbl 1425.62048
American option valuation with particle filters. (English) Zbl 1252.91082
Carmona, René A. (ed.) et al., Numerical methods in finance. Selected papers based on the presentations at the workshop, Bordeaux, France, June 2010. Berlin: Springer (ISBN 978-3-642-25745-2/hbk; 978-3-642-25746-9/ebook). Springer Proceedings in Mathematics 12, 51-82 (2012).
Bayesian and robust Bayesian analysis under a general class of balanced loss functions. (English) Zbl 1241.62004
A method for choosing an optimum threshold if the underlying distribution is generalised Burr-gamma. (English) Zbl 1397.62174
Empirical estimate with uniformly minimal \(d\)-risk for Bernoulli trials success probability. (English) Zbl 1407.62045
Rykov, Vladimir V. (ed.) et al., Mathematical and statistical models and methods in reliability. Applications to medicine, finance, and quality control. Invited papers based on the presentation at the 6th international conference (MMR 2009), Moscow, Russia, June 22–26, 2009. Boston, MA: Birkhäuser. Stat. Ind. Technol., 297-306 (2010).
Novel Bayesian methods for non-inferiority tests based on relative risk and odds ratio for dichotomous data. (English) Zbl 05902626
MSC:
62-XX
Bayesian estimation of the parameter of Maxwell distribution under different loss functions. (English) Zbl 1216.62038
Reconciling frequentist and Bayesian methods: The role of positive false discovery and non discovery rates. (English) Zbl 1191.62041
MSC:
62F15
A computational model of a bonus-malus system with a variable trend. (English. Russian original) Zbl 1176.62102
Mosc. Univ. Comput. Math. Cybern. 33, No. 1, 38-44 (2009); translation from Vestn. Mosk. Univ., Ser. XV 2009, No. 1, 38-43 (2009).
Posterior regret \(\Gamma\)-minimax estimation of insurance premium in collective risk model. (English) Zbl 1169.91383
Inference for proportions in a \(2 \times 2\) contingency table: HPD or not HPD? (English) Zbl 1151.62024
Gibbs posterior for variable selection in high-dimensional classification and data mining. (English) Zbl 1274.62227
Bayesian analysis of a \(2\times 2\) contingency table with dependent proportions and exact sample size. (English) Zbl 1274.62393
Semi-parameter approach based on EGARCH-VaR model and empirical research. (Chinese. English summary) Zbl 1174.91417
MSC:
91G70
Extreme value analysis within a parametric outlier detection framework. (English) Zbl 1164.62013
Reviewer: A. D. Borisenko (Kyïv)
MSC:
62G32
On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums. (English) Zbl 1097.62114
Sample size determination using Bayesian decision criteria under absolute value loss function. (English) Zbl 1151.62303
Reliability qualification test in the binomial case based on maximum-entropy priors. (Chinese. English summary) Zbl 1097.62107
Posterior propriety and admissibiity of hyperpriors in normal hierarchical models. (English) Zbl 1068.62005
Updating subjective risks in the presence of conflicting information: an application to climate change. (English) Zbl 1098.91070
MSC:
91B30
91B76
An accurate asymptotic approximation for experience rated premiums. (English) Zbl 1095.91028
MSC:
91B30
Loss functions for estimation of extrema with an application to disease mapping. (English) Zbl 1042.62029
Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution. (English) Zbl 1039.62039
A note on the posterior expected loss as a measure of accuracy in Bayesian methods. (English) Zbl 1017.62007
A risk-sensitive generalization of maximum a posterior probability (MAP) estimation. (English) Zbl 1046.93044
Pasik-Duncan, Bozenna (ed.), Stochastic theory and control. Proceedings of the workshop, Lawrence, KS, USA, October 18–20, 2001. Berlin: Springer (ISBN 3-540-43777-0/pbk). Lect. Notes Control Inf. Sci. 280, 419-433 (2002).
Reviewer: N. D. Christov (Sofia)
Cramér-Rao type integral inequalities for general loss functions. (English) Zbl 1002.62009
MSC:
62C10
Adaptive wavelet empirical Bayes estimation of a location or a scale parameter. (English) Zbl 0958.62006
Some new statistics for testing point null hypotheses with prior information. (English) Zbl 0969.62020
Information-theoretic characterization of Bayes performance and the choice of priors in parametric and nonparametric problems. (With discussion). (English) Zbl 0974.62020
Bernardo, J. M. (ed.) et al., Bayesian statistics 6. Proceedings of the 6th Valencia international meeting, Alcoceber near Valencia, Spain, June 6-10, 1998. Oxford: Clarendon Press. 27-52 (1999).
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