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Bayesian Decision Based Estimation and Predictive Inference

  • Ming-Hui Chen
  • Dipak K. Dey
  • Peter Müller
  • Dongchu Sun
  • Keying Ye
Chapter

Abstract

Shrinkage estimation is a traditional research topic in Bayesian analysis. The three sections in this chapter convincingly argue that this venerable topic remains a current research frontier with many open problems. The chapter starts with a review of the current state of research and concludes with an insightful discussion of a very specific form of shrinkage estimation arising in recent work on inference in gene-environment interaction studies.

Keywords

Nuisance Parameter Restrictive Model Bayesian Decision Predictive Density Predictive Inference 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer New York 2010

Authors and Affiliations

  • Ming-Hui Chen
    • 1
  • Dipak K. Dey
    • 1
  • Peter Müller
    • 2
  • Dongchu Sun
    • 3
  • Keying Ye
    • 4
  1. 1.Department of StatisticsUniversity of ConnecticutStorrsUSA
  2. 2.Department of BiostatisticsThe University of Texas, M. D. Anderson Cancer CenterHoustonUSA
  3. 3.Department of StatisticsUniversity of Missouri-ColumbiaColumbiaUSA
  4. 4.Department of Management Science and Statistics, College of BusinessUniversity of Texas at San AntonioSan AntonioUSA

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