On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function
The Minimum Risk Equivariant (MRE), estimator is a widely used estimator which has several well-known theoretical and practical properties. It is well known that for the square error and absolute error loss functions, the MRE estimator is a generalized Bayes estimator. This article investigates the...
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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2015-12-01
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| Series: | Cogent Mathematics |
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| Online Access: | http://dx.doi.org/10.1080/23311835.2015.1023670 |