Simultaneous estimation of Poisson means under \(\epsilon\)-contaminated prior (Q1059949)
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English | Simultaneous estimation of Poisson means under \(\epsilon\)-contaminated prior |
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Simultaneous estimation of Poisson means under \(\epsilon\)-contaminated prior (English)
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1984
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For the p-variate Poisson mean, under the sum of weighted squared error losses, weights being reciprocals of variances, a new empirical Bayes Clevenson Zidek-type estimator is developed, for an interesting \(\epsilon\)-contaminated class of priors. The new estimator is a data adaptive compromise between the Bayes and empirical Bayes estimator.
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type II maximum likelihood
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epsilon contamination
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hierarchical priors
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Poisson mean
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sum of weighted squared error losses
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empirical Bayes Clevenson Zidek-type estimator
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