Choice of statistics in linear Bayes estimation
- 1 January 1985
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1985 (1) , 1-26
- https://doi.org/10.1080/03461238.1985.10413774
Abstract
The question on what statistics to base a linear Bayes estimator, is discussed in a general setting. Decisions are based on the relative risk reduction gained through a secondary statistic in the presence of a primary statistic. The empirical procedures are justified by asymptotic results.Keywords
This publication has 7 references indexed in Scilit:
- Inference about parameters in empirical linear Bayes estimation problemsScandinavian Actuarial Journal, 1984
- Empirical Bayes credibilityScandinavian Actuarial Journal, 1980
- The credibility approach to experience ratingScandinavian Actuarial Journal, 1979
- On choice of statistics in credibility estimationScandinavian Actuarial Journal, 1979
- Parameter Estimation in Credibility TheoryASTIN Bulletin, 1978
- Abstract credibilityScandinavian Actuarial Journal, 1977
- Empirical linear Bayesian decision rules for a sequence of linear models with different eegressor matricesMathematische Operationsforschung und Statistik, 1974