The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function-Reference-Cited by-同舟云学术

The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function

Published:2020-12-12 Issue:8 Volume:91 Page:1504-1523
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Sun Ji¹,Zhang Ying-Ying¹^ORCID,Sun Ya¹

Affiliation:

1. Department of Statistics and Actuarial Science, College of Mathematics and Statistics, Chongqing University, Chongqing, People's Republic of China

Funder

Fundamental Research Funds for the Central Universities

MOE project of Humanities and Social Sciences on the west and the border area

China Scholarship Council

National Natural Science Foundation of China

Chongqing Key Laboratory of Analytic Mathematics and Applications

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2020.1858299

Reference42 articles.

1. Statistical Decision Theory and Bayesian Analysis

2. Bayes and Empirical Bayes Methods for Data Analysis, Second Edition

3. Robbins H. An empirical Bayes approach to statistics. Proceedings of Third Berkeley Symposium on Mathematical Statistics and Probability; Vol. 1. University of California Press; 1955.

4. The Empirical Bayes Approach to Statistical Decision Problems

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function;Communications in Statistics - Simulation and Computation;2024-06-22

2. The Bayesian Posterior and Marginal Densities of the Hierarchical Gamma–Gamma, Gamma–Inverse Gamma, Inverse Gamma–Gamma, and Inverse Gamma–Inverse Gamma Models with Conjugate Priors;Mathematics;2022-10-28

3. A statistical influence line identification method using Bayesian regularization and a polynomial interpolating function;Structural Control and Health Monitoring;2022-08-27

4. The empirical Bayes estimators of the parameter of the uniform distribution with an inverse gamma prior under Stein’s loss function;Communications in Statistics - Simulation and Computation;2022-07-05

5. The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function;Communications in Statistics - Theory and Methods;2022-05-27