Article ID Journal Published Year Pages File Type
1153367 Statistics & Probability Letters 2008 9 Pages PDF
Abstract
This paper uses Hilbert space method to introduce and investigate the validity of Bayesian estimating equation. A validity for Hilbert-based Bayesian estimating function is established via the Hilbert-based unbiasedness and information unbiasedness. As an application, the newly proposed method is adopted to construct an estimating equation for nonlinear regression model. Furthermore, the new notion is employed to lay a theoretical foundation for the penalty-based methods such as penalized likelihood and penalized least squares.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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