Inference about parameters in empirical linear Bayes estimation problems

1 July 1984

journal article
research article
Published by Taylor & Francis in Scandinavian Actuarial Journal

Vol. 1984 (3) , 131-142
https://doi.org/10.1080/03461238.1984.10413761

Abstract

It is shown how one may construct tests and confidence regions for the unknown structural parameters in empirical linear Bayes estimation problems. The case of the collateral units having varying “designs” (i.e. regressor and covariance matrices) may be treated under the assumption that the design variables independently follow a common statistical law. The results are of an asymptotic nature.

Keywords

This publication has 3 references indexed in Scilit:

Empirical Bayes credibility
Scandinavian Actuarial Journal, 1980
Parameter Estimation in Credibility Theory
ASTIN Bulletin, 1978
Empirical linear Bayesian decision rules for a sequence of linear models with different eegressor matrices
Mathematische Operationsforschung und Statistik, 1974