Hierarchical empirical Bayes estimation of two sample means under divergence loss (Q2316969)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7089615
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hierarchical empirical Bayes estimation of two sample means under divergence loss |
scientific article; zbMATH DE number 7089615 |
Statements
Hierarchical empirical Bayes estimation of two sample means under divergence loss (English)
0 references
7 August 2019
0 references
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.
0 references
dominance property
0 references
Hellinger divergence
0 references
Kullback-Leibler divergence
0 references
minimaxity
0 references
risk function
0 references
shrinkage estimator
0 references
simultaneous estimation
0 references
Stein phenomenon
0 references
0 references
0 references
0.8329262733459473
0 references
0.8103889226913452
0 references
0.7855609655380249
0 references
