The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss
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DOI: 10.1080/03610926.2016.1148733
Abstract: ABSTRACT For the variance parameter of the hierarchical normal and inverse gamma model, we analytically calculate the Bayes rule (estimator) with respect to a prior distribution IG (alpha, beta) under Stein's loss function. This estimator… read more here.
Keywords: hierarchical normal; bayes rule; parameter hierarchical; variance parameter ... See more keywords