Search results for "Region Estimation"

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Objective Bayesian point and region estimation in location-scale models.

2007

Point and region estimation may both be described as specific decision problems. In point estimation, the action space is the set of possible values of the quantity on interest; in region estimation, the action space is the set of its possible credible regions. Foundations dictate that the solution to these decision problems must depend on both the utility function and the prior distribution. Estimators intended for general use should surely be invariant under one-to-one transformations, and this requires the use of an invariant loss function; moreover, an objective solution requires the use of a prior which does not introduce subjective elements. The combined use of an invariant informatio…

Intrinsic LossTeoria de la decisióRegion Estimation:62 Statistics::62B Sufficiency and information [Classificació AMS]Intrinsic DiscrepancyStatisticsEstadísticaReference Analysis:MATEMÁTICAS::Estadística [UNESCO]UNESCO::MATEMÁTICAS::EstadísticaCredible RegionsConfidence Intervals ; Credible Regions ; Decision Theory ; Intrinsic Discrepancy ; Intrinsic Loss ; Location-Scale Models ; Noninformative Prior ; Reference Analysis ; Region Estimation ; Point EstimationPoint EstimationDecision TheoryInferenceInferència:62 Statistics::62F Parametric inference [Classificació AMS]Confidence IntervalsLocation-Scale ModelsNoninformative Prior:62 Statistics::62C Decision theory [Classificació AMS]
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