Simultaneous estimation of several Poisson parameters under k-normalized squared error loss

DOI10.1214/aos/1176345692zbMath0484.62014OpenAlexW2052616600MaRDI QIDQ1163800

S. James Press, Kam-Wah Tsui

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1214/aos/1176345692

zbMATH Keywords

Poisson distributionminimax estimatorunbiased risk deterioration estimate

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15) Compound decision problems in statistical decision theory (62C25)

Related Items

Two stage estimation of several poisson parameters, Bounded risk conditions in simultaneous estimation of independent Poisson means, Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models, New types of shrinkage estimators of Poisson means under the normalized squared error loss, Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples, Simultaneous estimation of λ^sfor poisson distributions, Bayesian shrinkage estimation of negative multinomial parameter vectors, Bayesian estimator of multiple Poisson means assuming two different priors, Estimating the parameter of the population selected from discrete exponential family, Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators, Simultaneous estimation of Poisson means of the selected subset, Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes, Bayes admissible estimation of the means in Poisson decomposable graphical models, Multivariate estimation of Poisson parameters, Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes, Stein estimation -- a review, Multiparameter estimation of discrete exponential distributions, Heuristic Procedures for Simultaneous Estimation of Several Normal Means, Fast interscale wavelet denoising of Poisson-corrupted images, Trimmed estimates in simultaneous estimation of parameters in exponential families, Compromise between generalized bayes and bayes estimators of poisson means under entropy loss, Simultaneous estimation of Poisson means in two-way contingency tables under normalized squared error loss, Average worth estimation of the selected subset of Poisson populations, Bayes empirical Bayes estimation of a Poisson mean, Multiparameter estimation for some multivariate discrete distributions with possibly dependent components