Hierarchical empirical Bayes estimation of two sample means under divergence loss (Q2316969): Difference between revisions
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Revision as of 08:37, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Hierarchical empirical Bayes estimation of two sample means under divergence loss |
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Hierarchical empirical Bayes estimation of two sample means under divergence loss (English)
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7 August 2019
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The paper deals with simultaneous estimation of two mean vectors when one suspects that the two are equal. The results are obtained using a general divergence loss, which measures the distance between two densities rather than the distance between two parameters, and thus is more intrinsic in nature. The paper proposes hierarchical empirical Bayes estimators in contrast to preliminary test estimators, and can provide dominance over the individual means.
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dominance property
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Hellinger divergence
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Kullback-Leibler divergence
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minimaxity
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risk function
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shrinkage estimator
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simultaneous estimation
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Stein phenomenon
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