The estimation of the noncentrality parameter of a chi-squared distribution, although simple to state, leads to difficulties, both for frequentist and Bayesian inferences. We propose in this paper a family of admissible improper Bayes estimators and study the minimax behavior of these estimators...

Bayesian inference for exponential mixtures is presented in the paper, including the choice of a non-informative prior based on a location-scale reparametrization of the mixture. Adapted control sheets are proposed for studying the convergence of the associated Gibbs sampler. They exhibit a...

The estimation of quadratic functions of a multivariate normal mean is an inferential problem which, while being simple to state and often encountered in practice, leads to surprising complications both from frequentist and Bayesian points of view. The drawbacks of Bayesian inference using the...

This paper develops an extension of the Riemann sum techniques of Philippe (1997b) in the setup of MCMCC algorithms. It shows that the technique applies equally well to the output of these algorithms, with similar speeds of convergence which improve upon the regular estimator. The restriction on...