Statistical inference is reviewed for survival data applications with hazard models having one parameter per distinct failure time and using Jeffreys' (1961) vague priors. Distinction between a discrete hazard and a piecewise exponential model is made. Bayes estimators of survival probabilities ace derived. For a single sample and a discrete hazard, the Bayes estimator is shown to be larger tha...

In this paper, decision theory was used to derive Bayes and minimax decision rules to estimate allelic frequencies and to explore their admissibility. Decision rules with uniformly smallest risk usually do not exist and one approach to solve this problem is to use the Bayes principle and the minimax principle to find decision rules satisfying some general optimality criterion based on their ris...

The problem of estimation in multivariate linear calibration with multivariate response and explanatory variables is considered. In this calibration problem two estimators are well-known; one is the classical estimator and the other is the inverse estimator. In this paper we show that the inverse estimator is a proper Bayes estimator under the quadratic loss with respect to a prior distribution...

     The quadratic loss function has been used by decision-theoretic statisticians and economists for many years.  In this paper  the estimation of scale parameter under a bounded loss function, which is adequate for assessing quality and quality improvement, is considered with restriction to the principles of invariance and risk unbiasedness. An implicit form of minimum risk scale equivariant ...

Charles Stein shocked the statistical world in 1955 with his proof that maximum likelihood estimation methods for Gaussian models, in common use for more than a century, were inadmissible beyond simple oneor twodimensional situations. These methods are still in use, for good reasons, but Stein-type estimators have pointed the way toward a radically different empirical Bayes approach to high-dim...

Discussion Papers are a series of manuscripts in their draft form. They are not intended for circulation or distribution except as indicated by the author. For that reason Discussion Papers may not be reproduced or distributed without the written consent of the author. The estimation of a linear combination of several restricted location parameters is addressed from a decision-theoretic point o...

SUMMARY Capture and recapture designs with only two occasions are still being used in a variety of situations especially in Epidemiological studies. Usually, the well-known Lincoln-Petersen (1896,1930) estimator is used to estimate the population size. Because only two occasions are being used some concern is devoted to the reliability of the final estimate. In this paper we will address the pr...

We develop an adaptive monotone shrinkage estimator for regression models with the following characteristics: i) dense coefficients with small but important effects; ii) a priori ordering that indicates the probable predictive importance of the features. We capture both properties with an empirical Bayes estimator that shrinks coefficients monotonically with respect to their anticipated importa...