Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases

DOI10.1016/0167-7152(94)00092-MzbMATH Open0820.62007OpenAlexW2082329813MaRDI QIDQ1892112FDOQ1892112

Authors: Yanyan Li 

Publication date: 6 July 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00092-m

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zbMATH Keywords

confluent hypergeometric functionminimaxityPoisson meansempirical Bayes estimatornormal meansentropy lossestimation of the hyperparameterformal Bayes hyperpriornew domination results

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• Title not available (Why is that?)
• Statistical decision theory and Bayesian analysis. 2nd ed
• Intrinsic losses
• Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
• Simultaneous Estimation of the Means of Independent Poisson Laws
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Admissibility, difference equations and recurrence in estimating a Poisson mean
• Title not available (Why is that?)
• Semi tail upper bounds on the class of admissible estimators in discrete exponential families with applications to Poisson and negative binomial distributions
• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• Simultaneous estimation of Poisson means under entropy loss
• Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
• Construction of improved estimators in multiparameter estimation for continuous exponential families
• Multiparameter estimation of discrete exponential distributions

Cited In (2)

• The Poisson Compound Decision Problem Revisited
• A general framework for empirical Bayes estimation in discrete linear exponential family

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