Multivariate estimation of Poisson parameters (Q2293381)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate estimation of Poisson parameters |
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Multivariate estimation of Poisson parameters (English)
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5 February 2020
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Let \((\xi_1,\dots, \xi_p)\) be a vector of independent Poisson random variables with mean vector \(\lambda=(\lambda_1,\dots, \lambda_p)\). The problem of estimating the vector \(\lambda\) is considered. The new loss functions are introduced which penalise bad estimates of each of the parameters and also the sum of the parameters. Under the loss functions presented, classes of minimax estimators are derived that uniformly dominate the maximum likelihood estimators.
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Poisson vector
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loss function
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weighted loss function
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balanced loss function
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admissibility
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Bayes estimator
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empirical Bayes estimator
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minimax estimator
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shrinkage
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