Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
A study is made of the simple empirical Bayes estimators proposed by Robbins (1956). These estimators are compared with `best' conventional estimators in terms of ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 33, No. 3/4 (Dec., 1971), pp. 217-224 (8 pages) Suppose that ${\rm L}(\psi,\theta)=(\psi ...
The empirical Bayes estimation is based on Bayes statistics. It integrates a correlation method with statistical estimations to integrate prior knowledge or beliefs about the parameters of the dataset ...
Discover how credibility theory helps actuaries use historical data to estimate risks and set insurance premiums; learn how ...
We suggest a new method for integrating volatility information for estimating the value-at-risk and conditional value-at-risk of a portfolio. This new method is developed from the perspective of ...
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