Bayesian Decision Based Estimation and Predictive Inference

  • Ming-Hui Chen
  • Dipak K. Dey
  • Peter Müller
  • Dongchu Sun
  • Keying Ye
Chapter

Abstract

Shrinkage estimation is a traditional research topic in Bayesian analysis. The three sections in this chapter convincingly argue that this venerable topic remains a current research frontier with many open problems. The chapter starts with a review of the current state of research and concludes with an insightful discussion of a very specific form of shrinkage estimation arising in recent work on inference in gene-environment interaction studies.

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Copyright information

© Springer New York 2010

Authors and Affiliations

  • Ming-Hui Chen
    • 1
  • Dipak K. Dey
    • 1
  • Peter Müller
    • 2
  • Dongchu Sun
    • 3
  • Keying Ye
    • 4
  1. 1.Department of StatisticsUniversity of ConnecticutStorrsUSA
  2. 2.Department of BiostatisticsThe University of Texas, M. D. Anderson Cancer CenterHoustonUSA
  3. 3.Department of StatisticsUniversity of Missouri-ColumbiaColumbiaUSA
  4. 4.Department of Management Science and Statistics, College of BusinessUniversity of Texas at San AntonioSan AntonioUSA

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