Abstract
The theory of estimating functions has been approached from the Bayesian view point by Ferreira (1982) and Ghosh (1990) using different theoretical operations of which the latter’s approach is more in conformity with the Bayesian paradigm. This paper generalises Ghosh (1990) in three directions. One is the removal of the regularity conditions on the posterior densities imposed by Ghosh, the second is the focus on posterior biased estimating functions apart from posterior unbiased estimating functions and the third is the analysis of the nuisance parameter situation not considered by Ghosh.
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William, M.L., Durairajan, T.M. Estimating functions in the Bayesian paradigm. Statistical Papers 42, 111–122 (2001). https://doi.org/10.1007/s003620000044
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DOI: https://doi.org/10.1007/s003620000044