The Resource A Comparison of the Bayesian and Frequentist Approaches to Estimation, by Francisco J. Samaniego, (electronic resource)

A Comparison of the Bayesian and Frequentist Approaches to Estimation, by Francisco J. Samaniego, (electronic resource)

Label
A Comparison of the Bayesian and Frequentist Approaches to Estimation
Title
A Comparison of the Bayesian and Frequentist Approaches to Estimation
Statement of responsibility
by Francisco J. Samaniego
Creator
Author
Author
Subject
Language
  • eng
  • eng
Summary
This monograph contributes to the area of comparative statistical inference. Attention is restricted to the important subfield of statistical estimation. The book is intended for an audience having a solid grounding in probability and statistics at the level of the year-long undergraduate course taken by statistics and mathematics majors. The necessary background on Decision Theory and the frequentist and Bayesian approaches to estimation is presented and carefully discussed in Chapters 1–3. The “threshold problem” -- identifying the boundary between Bayes estimators which tend to outperform standard frequentist estimators and Bayes estimators which don’t -- is formulated in an analytically tractable way in Chapter 4. The formulation includes a specific (decision-theory based) criterion for comparing estimators. The centerpiece of the monograph is Chapter 5 in which, under quite general conditions, an explicit solution to the threshold is obtained for the problem of estimating a scalar parameter under squared error loss. The six chapters that follow address a variety of other contexts in which the threshold problem can be productively treated. Included are treatments of the Bayesian consensus problem, the threshold problem for estimation problems involving of multi-dimensional parameters and/or asymmetric loss, the estimation of nonidentifiable parameters, empirical Bayes methods for combining data from ‘similar’ experiments and linear Bayes methods for combining data from ‘related’ experiments. The final chapter provides an overview of the monograph’s highlights and a discussion of areas and problems in need of further research. F. J. Samaniego is a Distinguished Professor of Statistics at the University of California, Davis. He served as Theory and Methods Editor of the Journal of the American Statistical Association (2003-05), was the 2004 recipient of the Davis Prize for Undergraduate Teaching and Scholarly Achievement, and is an elected Fellow of the ASA, the IMS and the RSS and an elected Member of the ISI
Member of
Is Subseries of
http://library.link/vocab/creatorName
Samaniego, Francisco J
Dewey number
519.54
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
XYhsbZ3B_Ko
Language note
English
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Springer Series in Statistics,
http://library.link/vocab/subjectName
  • Distribution (Probability theory
  • Mathematical statistics
  • Social sciences
  • Probability Theory and Stochastic Processes
  • Statistical Theory and Methods
  • Methodology of the Social Sciences
Label
A Comparison of the Bayesian and Frequentist Approaches to Estimation, by Francisco J. Samaniego, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references (p. [213]-219) and index
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
Point Estimation from a Decision-Theoretic Viewpoint -- An Overview of the Frequentist Approach to Estimation -- An Overview of the Bayesian Approach to Estimation -- The Threshold Problem -- Comparing Bayesian and Frequentist Estimators of a Scalar Parameter -- Conjugacy, Self-Consistency and Bayesian Consensus -- Bayesian vs. Frequentist Shrinkage in Multivariate Normal Problems -- Comparing Bayesian and Frequentist Estimators under Asymmetric Loss -- The Treatment of Nonidentifiable Models -- Improving on Standard Bayesian and Frequentist Estimators -- Combining Data from “Related” Experiments -- Fatherly Advice
Dimensions
unknown
Edition
1st ed. 2010.
Extent
1 online resource (234 p.)
Form of item
online
Isbn
9781441959416
Media category
computer
Media type code
  • c
Other control number
10.1007/978-1-4419-5941-6
Specific material designation
remote
System control number
  • (CKB)2670000000047191
  • (EBL)646418
  • (OCoLC)654397519
  • (SSID)ssj0000449209
  • (PQKBManifestationID)11298184
  • (PQKBTitleCode)TC0000449209
  • (PQKBWorkID)10429240
  • (PQKB)10571347
  • (DE-He213)978-1-4419-5941-6
  • (MiAaPQ)EBC646418
  • (EXLCZ)992670000000047191
Label
A Comparison of the Bayesian and Frequentist Approaches to Estimation, by Francisco J. Samaniego, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references (p. [213]-219) and index
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
Point Estimation from a Decision-Theoretic Viewpoint -- An Overview of the Frequentist Approach to Estimation -- An Overview of the Bayesian Approach to Estimation -- The Threshold Problem -- Comparing Bayesian and Frequentist Estimators of a Scalar Parameter -- Conjugacy, Self-Consistency and Bayesian Consensus -- Bayesian vs. Frequentist Shrinkage in Multivariate Normal Problems -- Comparing Bayesian and Frequentist Estimators under Asymmetric Loss -- The Treatment of Nonidentifiable Models -- Improving on Standard Bayesian and Frequentist Estimators -- Combining Data from “Related” Experiments -- Fatherly Advice
Dimensions
unknown
Edition
1st ed. 2010.
Extent
1 online resource (234 p.)
Form of item
online
Isbn
9781441959416
Media category
computer
Media type code
  • c
Other control number
10.1007/978-1-4419-5941-6
Specific material designation
remote
System control number
  • (CKB)2670000000047191
  • (EBL)646418
  • (OCoLC)654397519
  • (SSID)ssj0000449209
  • (PQKBManifestationID)11298184
  • (PQKBTitleCode)TC0000449209
  • (PQKBWorkID)10429240
  • (PQKB)10571347
  • (DE-He213)978-1-4419-5941-6
  • (MiAaPQ)EBC646418
  • (EXLCZ)992670000000047191

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