Monotonicity of Bayes estimators

@article{PiotrBolesławNowak2013,
abstract = {Let X=(X₁,..., Xₙ) be a sample from a distribution with density f(x;θ), θ ∈ Θ ⊂ ℝ. In this article the Bayesian estimation of the parameter θ is considered. We examine whether the Bayes estimators of θ are pointwise ordered when the prior distributions are partially ordered. Various cases of loss function are studied. A lower bound for the survival function of the normal distribution is obtained.},
author = {Piotr Bolesław Nowak},
journal = {Applicationes Mathematicae},
keywords = {maximum a posteriori estimation; exponential family; weighted distribution; stochastic ordering; pointwise domination; total positivity; unimodality; squared error loss; weighted squared error loss; uniform loss function; asymmetric loss function},
language = {eng},
number = {4},
pages = {393-404},
title = {Monotonicity of Bayes estimators},
url = {http://eudml.org/doc/279904},
volume = {40},
year = {2013},
}

TY - JOUR
AU - Piotr Bolesław Nowak
TI - Monotonicity of Bayes estimators
JO - Applicationes Mathematicae
PY - 2013
VL - 40
IS - 4
SP - 393
EP - 404
AB - Let X=(X₁,..., Xₙ) be a sample from a distribution with density f(x;θ), θ ∈ Θ ⊂ ℝ. In this article the Bayesian estimation of the parameter θ is considered. We examine whether the Bayes estimators of θ are pointwise ordered when the prior distributions are partially ordered. Various cases of loss function are studied. A lower bound for the survival function of the normal distribution is obtained.
LA - eng
KW - maximum a posteriori estimation; exponential family; weighted distribution; stochastic ordering; pointwise domination; total positivity; unimodality; squared error loss; weighted squared error loss; uniform loss function; asymmetric loss function
UR - http://eudml.org/doc/279904
ER -