Multivariate limited translation empirical Bayes estimators

被引：0

作者：

Papageorgiou, Georgios ^{[1
]}

Ghosh, Malay ^{[1
]}

机构：

[1] Univ Florida, Dept Stat, Gainesville, FL 32611 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2010年 / 140卷 / 05期

关键词：

Bayes risk; Empirical Bayes; Frequentist risk; MLE; Relevance function; Robustness; RISK;

D O I：

10.1016/j.jspi.2009.11.014

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：

The paper develops multivariate limited translation empirical Bayes estimators of the normal mean vector which serve as a compromise between the empirical Bayes and the maximum likelihood estimators. These compromise estimators perform better than the regular empirical Bayes estimators, in a frequentist sense, when there is wide departure of an individual observation from the grand average. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：1320 / 1329

页数：10

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