Acta Mathematica Vietnamica

Acta Mathematica Vietnamica

Search within journal

Volumes and issues

BAYESIAN ESTIMATION UNDER ESTIMATION CONSTRAINT

PHAM GIA THU, TRAN LOC HUNG

pp. 201-207

Abstract

We suppose that a constraint is imposed on the value of the estimator in Bayesian Estimation Theory and study the distribution of this estimator under various hypotheses, using the two main loss functions: the absolute value and the quadratic.