On Being Bayes and Unbiasedncss Bayes and Unbiasedness

Siamak Noorbaloochi; Glen Meeden

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On Being Bayes and Unbiasedncss Bayes and Unbiasedness

机译：关于贝叶斯与无偏性贝叶斯与无偏性

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Abstract Assuming squared error loss, we show that finding unbiased estimators and Bayes estimators can be treated as using a pair of linear operators that operate between two Hilbert spaces. We note that these integral operators are adjoint and then investigate some consequences of this fact. An extension to loss functions that can be defined via an inner product is also presented.

机译：摘要假设误差损失为平方，我们证明找到无偏估计量和贝叶斯估计量可以看作是使用在两个希尔伯特空间之间进行操作的一对线性算子。我们注意到这些积分算子是伴随的，然后研究这一事实的一些后果。还介绍了可以通过内部乘积定义的损失函数的扩展。

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来源
《Sankhya》 |2018年第1期|152-167|共16页
作者
Siamak Noorbaloochi; Glen Meeden;
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作者单位

Center for Chronic Diseases Outcomes Research, VA Medical Center and Department of Medicine, University of Minnesota;

School of Statistics, University of Minnesota;

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原文格式 PDF
正文语种 eng
中图分类
关键词
Unbiasedness; Bayes estimators; Squared error loss; Consistency;

机译：无偏度;贝叶斯估计;平方误差损失;一致性;

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机译：作为贝叶斯和无比的秃鹰和无偏见
2. Comment: Bayes, Oracle Bayes and Empirical Bayes [J] . Statistical science . 2019,第2期

机译：评论：贝叶斯，Oracle贝叶斯和经验贝叶斯
3. Rejoinder: Bayes, Oracle Bayes, and Empirical Bayes [J] . Statistical science . 2019,第2期

机译：Rejoinder：贝叶斯，Oracle贝叶斯和经验贝叶斯
4. Real time condition monitoring of hydraulic brake system using naive bayes and bayes net algorithms [C] . Alamelu Manghai T M, Jegadeeshwaran R, Sakthivel G International Conference on Mechanical Power Transmission . 2020

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7. Bayes, E-Bayes and Robust Bayes Premium Estimation and Prediction under the Squared Log Error Loss Function [O] . Azadeh Kiapour 2018

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8. Limiting the Risk of Bayes and Empirical Bayes Estimators. Part II. The empirical Bayes Case, [R] . efron,bradley morris,carl 1971

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On Being Bayes and Unbiasedncss Bayes and Unbiasedness

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