Bayes minimax estimation of multiple Poisson parameters

DOI10.1016/0047-259X(81)90115-9MaRDI QIDQ1157848zbMATH OpenFDO

Authors Malay Ghosh, Ahmad Parsian

Publication date 1981

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

exponentialmonotone likelihood ratioDirichlettwo stage priortype II beta

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Multivariate analysis (62H99) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• scientific article; zbMATH DE number 3369612 (Why is no real title available?)
• A heuristic method for determining admissibility of estimators - with applications
• A natural identity for exponential families with applications in multiparameter estimation
• Examples of Berger's phenomenon in the estimation of independent normal means
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Minimax Bayes estimators of a multivariate normal mean
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Simultaneous Estimation of the Means of Independent Poisson Laws

Cited in

(15)

• Bounded risk conditions in simultaneous estimation of independent Poisson means
• Bayes empirical Bayes estimation of a Poisson mean
• Bayesian shrinkage estimation for stratified count data
• Multivariate estimation of Poisson parameters
• Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators
• Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes
• Simultaneous estimation of λ^sfor poisson distributions
• Hierarchical bayes simultaneous estimation of poisson means
• Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples
• Bayesian shrinkage estimation of negative multinomial parameter vectors
• Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models
• Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
• Simultaneous estimation of parameters in exponential families
• Trimmed estimates in simultaneous estimation of parameters in exponential families
• Bayes admissible estimation of the means in Poisson decomposable graphical models

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