Simultaneous estimation of Poisson means under entropy loss

DOI10.1214/AOS/1176350705zbMATH Open0654.62012OpenAlexW2032795766MaRDI QIDQ1108701FDOQ1108701

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350705

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empirical Bayes Kullback-Leibler information Monte Carlo results linear estimators entropy distance entropy loss risk improvement hierarchical Bayes estimators independent Poisson random variables simultaneous estimation of Poisson means

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

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