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.

引用

页码：1527 / 1542

页数：16

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