Statistical Decision Theory and Bayesian Analysis. Second Edition (James O. Berger)

By H. Reinhardt. 1987

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Citations in the corpus

Prediction-Based Decisions and Fairness: A Catalogue of Choices, Assumptions, and Definitions (2018, neutral): “It has been shown [70, 12, 24] so decisions are made by thresholding (at c ) the conditional probabilities of the outcome, given covariates [24].”
A Model of Inductive Bias Learning (2000, neutral): “The earliest approaches to bias learning come from Hierarchical Bayesian methods in statistics (Berger, 1985; Good, 1980; Gelman, Carlin, Stern, & Rubim, 1995).”
Bayes factors based on test statistics (2005, unknown): “(Upper bounds on Bayes factors against point null hypotheses have been discussed by Edwards et al. (1963), Dickey (1977), Good (1950, 1958, 1967, 1986), Berger (1985), Berger and Sellke (1987), Casella and Berger (1987), Berger and Delampady (1987) and Delampady and Berger (1990), among others.)”
Challenges in Climate Science and Contemporary Applied Mathematics (2012, unknown): “The relative entropy in (11) occupies a central role in statistics [10, 11, 128] and large deviation theory in the limit of large sample sizes [122, 123].”
GENERALIZED DOUBLE PARETO SHRINKAGE. (2011, unknown): “By expressing Student’s t priors for basis coefficients as scale mixtures of normals (West (1987)), and relying on type II maximum likelihood estimation (Berger (1985)), Tipping (2001) developed the relevance vector machine for sparse estimation in kernel regression.”
An Empirical Bayesian Strategy for Solving the Simultaneous Sparse Approximation Problem (2007, unknown): “Bayesian practitioners have also proposed this idea as a natural means of incorporating the principle of Occam's razor into model selection, often using the description evidence maximization or type-II maximum likelihood to describe the optimization process [3], [29], [34].”
Sparse and Stable Portfolio Selection With Parameter Uncertainty (2015, unknown): “…−11N , where v ∈ (0, 1) and the shrinkage target μ̂g is the average excess return over the risk-free rate of the sample global minimumvariance portfolio.1 Shrinking the sample mean μ̂ toward a target appropriately could reduce the expected quadratic loss of the estimator (Stein 1956; Berger 1985).”
Time for a change: a tutorial for comparing multiple classifiers through Bayesian analysis (2016, unknown): “This method is called Bayesian model comparison and uses so-called “Bayes factors” (Berger, 1985; Aitkin, 1991; Kass and Raftery, 1995; Berger and Pericchi, 1996).”
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? (2009, unknown): “An appeal of these variables is that they are related to excess returns through present value identities for bonds and stocks (see Campbell and Shiller (1988, 1991)).”
Testing for Convergence Clubs in Income Per Capita: A Predictive Density Approach (2004, unknown): “In this case, no correction is necessary and EB estimates in ( 1 8 ) o r ( 2 2 ) p r o vide reliable point e stimates (see Berger (1985)).”
Bayesian Methods in Conservation Biology (2000, unknown): “Statistical methods based on Bayes’s theorem (Bayes 1763) represent a different school of statistical inference and a different statistical philosophy from the standard statistics that most scientists are taught ( Jeffreys 1939, 1961; Berger 1985; Howson & Urbach 1989, 1991; Lee 1989; Press 1989).”
Bayes estimation and prediction of the two-parameter gamma distribution (2011, unknown): “It may be mentioned that Lindley’s approximation plays an important role in the Bayesian analysis, see Berger [8].”