Constrained Bayes and empirical Bayes estimation with balanced loss functions

被引：6
|
作者：
Ghosh, Malay [1 ]
Kim, Myung Joon
Kim, Dalho
机构：
[1] Univ Florida, Dept Stat, Gainesville, FL 32611 USA
[2] Samsung Corp, Div Res, Seoul, South Korea
[3] Kyungpook Natl Univ, Dept Stat, Seoul, South Korea
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2007年 / 36卷 / 08期
基金：
美国国家科学基金会;
关键词：
asymptotic; constrained Bayes; constrained empirical Bayes; empirical Bayes; mean squared error;
D O I：
10.1080/03610920601125938
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This article develops constrained Bayes and empirical Bayes estimators under balanced loss functions. In the normal-normal example, estimators of the mean squared errors of the EB and constrained EB estimators are provided which are correct asymptotically up to O(m(-1)), m denoting the number of strata.
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页码：1527 / 1542
页数：16
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