Bayesian estimation methods form a dynamic branch of statistical inference, utilising Bayes’ theorem to update probabilities in light of new evidence. This framework combines prior knowledge ...

J. S. Maritz, Smooth Empirical Bayes Estimation for One-Parameter Discrete Distributions, Biometrika, Vol. 53, No. 3/4 (Dec., 1966), pp. 417-429 ...

Thomas S. Shively, Thomas W. Sager, Stephen G. Walker, A Bayesian Approach to Non-Parametric Monotone Function Estimation, Journal of the Royal Statistical Society.

A novel Bayesian method for integrating volatility information when estimating value-at-risk and conditional value-at-risk is introduced. The model utilizes a conjugate prior and proposes an automatic ...