On Contractions of Bayes Estimators for Exponential Family Distributions
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This article is published in Annals of Statistics.The article was published on 1977-11-01 and is currently open access. It has received 5 citations till now. The article focuses on the topics: Bayes estimator & Bayes error rate.read more
Citations
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On Outlier Rejection Phenomena in Bayes Inference
TL;DR: In this paper, it is shown that any admissible inference procedure applied to a t sample will effectively ignore extreme outlying observations regardless of prior information, while the normal distribution is outlier-resistant.
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Posterior Cumulant Relationships in Bayesian Inference Involving the Exponential Family
TL;DR: For Bayesian inference in one-parameter contexts where either the likelihood or the prior has an exponential family form, relationships are derived for posterior moments and cumulants of (functions of) both the canonical and the expectation parameters as discussed by the authors.
Journal ArticleDOI
Considerazioni generali sull’impostazione Bayesiana di problemi non parametrici. Le medie associative nel contesto del processo aleatorio di Dirichlet parte II
TL;DR: In this article, Cifarelli et al. present a relazione ricorrente per the calcolo della distribuzione finale di una generica media associativa.
Dissertation
Bayesian perspectives on statistical modelling
TL;DR: This thesis explores the representation of probability measures in a coherent Bayesian modelling framework, together with the ensuing characterisation properties of posterior functionals, and relationships between distance measures are explored, with particular reference to the construction of sensitivity measures.
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Exact Credibility Reference Bayesian Premiums
TL;DR: This paper used reference analysis to obtain reference Bayesian premiums, which can be helpful when the practitioner has insufficient information to elicit a prior distribution, which produces an objective Bayesian inference, which appears to be the same as the robust Γ-minimax inference.
References
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Approximate Bayes Solutions to Some Nonparametric Problems
TL;DR: In this article, the problem of making inferences about real functions of a probability distribution of unknown form is examined in a Bayesian nonparameteric framework, and Bayes estimates within the class of linear combinations of a given set of functions on the sample space are obtained for general functions on distribution space.
Journal ArticleDOI
Characterizing Exponential Family Distributions by Moment Generating Functions
TL;DR: In this paper, it was shown that if a random variable has an unknown exponential family distribution with a natural parameter, then the moment generating function of the random variable is uniquely specified.
Journal ArticleDOI
A special property of linear estimates of the normal mean
TL;DR: In this paper, it was shown that no other proper Bayes estimate has squared error loss, i.e., all contractions of δ(x) = ax + b$ are proper bayes estimates.
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