Some results on constrained Bayes estimators.

If posterior means are used to estimate nonlinear functionals of an ensemble of parameters, biased estimates of those functionals typically result. Posterior means are optimal under sum-of-squared-error loss (SSEL); introducing weighting and at the same time discarding SSEL optimality may lead to be...

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Bibliographic Details
Main Authors: Frey, Jesse., Cressie, Noel.
Format: Villanova Faculty Authorship
Published: 2003
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