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Bayesian Decision Based Estimation and Predictive Inference

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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.

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Correspondence to Ming-Hui Chen .

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© 2010 Springer New York

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Chen, MH., Dey, D.K., Müller, P., Sun, D., Ye, K. (2010). Bayesian Decision Based Estimation and Predictive Inference. In: Chen, MH., Müller, P., Sun, D., Ye, K., Dey, D. (eds) Frontiers of Statistical Decision Making and Bayesian Analysis. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-6944-6_3

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