Bayesian and minimax estimators of loss

Author:

Allard ChristineORCID,Marchand Éric

Funder

Natural Sciences and Engineering Research Council of Canad

Institut des Sciences Mathématiques, Université du Québec à Montréal

Publisher

Springer Science and Business Media LLC

Reference29 articles.

1. Boisbunon, A., Canu, S., Fourdrinier, D., Strawderman, W. E., & Wells, M. T. (2014). Akaike’s information criterion, $$C_p$$ and estimators of loss for elliptically symmetric distributions. International Statistical Review, 82(3), 422–439.

2. Berger, J.O. (1985). The frequentist viewpoint and conditioning. In: LeCam, L.M., Olshen, R.A. (eds.) Proc. Berkeley Conference in Honor of Jerzy Neyman and Jack Kiefer (Berkeley, Calif., 1983), Wadsworth Statist./Probab. Ser., vol. 1, pp. 15–44 Wadsworth, Belmont, California.

3. Brown, L. D. (1978). A contribution to Kiefer’s theory of conditional confidence procedures. Annals of Statistics, 6(1), 59–71.

4. Clevenson, M. L., & Zidek, J. V. (1975). Simultaneous estimation of the means of independent Poisson laws. Jour. Amer. Statist. Assoc., 70, 698–705.

5. DasGupta, A. (2008). Asymptotic Theory of Statistics and Probability. Springer, New York: Springer Texts. in Statistics.

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