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A Comparison of the Bayesian and Frequentist Approaches to Estimation

is formulated in an analytically tractable way in Chapter 4. The formulation includes a specific (decision-theory based) criterion for comparing estimators. The centerpiece of the monograph is Chapter 5 in which, under quite general conditions, an explicit solution to the threshold is obtained for t...

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Bibliographic Details
Main Author: Samaniego, Francisco J.
Format: eBook
Language:English
Published: New York, NY Springer New York 2010, 2010
Edition:1st ed. 2010
Series:Springer Series in Statistics
Subjects:
Statistical Theory And Methods
Sociology / Methodology
Statistics 
Probability Theory
Sociological Methods
Probabilities
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Point Estimation from a Decision-Theoretic Viewpoint
  • An Overview of the Frequentist Approach to Estimation
  • An Overview of the Bayesian Approach to Estimation
  • The Threshold Problem
  • Comparing Bayesian and Frequentist Estimators of a Scalar Parameter
  • Conjugacy, Self-Consistency and Bayesian Consensus
  • Bayesian vs. Frequentist Shrinkage in Multivariate Normal Problems
  • Comparing Bayesian and Frequentist Estimators under Asymmetric Loss
  • The Treatment of Nonidentifiable Models
  • Improving on Standard Bayesian and Frequentist Estimators
  • Combining Data from “Related” Experiments
  • Fatherly Advice

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