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

DOI10.1016/0167-7152(94)00092-MMaRDI QIDQ1892112zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

confluent hypergeometric functionempirical Bayes estimatorentropy lossestimation of the hyperparameterformal Bayes hyperpriorminimaxitynew domination resultsnormal meansPoisson means

Mathematics Subject Classification ID

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

Recommendations

• Bayes empirical Bayes estimation of a Poisson mean
• scientific article; zbMATH DE number 4018120
• Intrinsic losses
• Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases
• Asymptotically optimal and admissible empirical Bayes estimation of normal parameter

Cites work

• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• Admissibility, difference equations and recurrence in estimating a Poisson mean
• 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
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3068128 (Why is no real title available?)
• Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
• Intrinsic losses
• Multiparameter estimation of discrete exponential distributions
• Semi tail upper bounds on the class of admissible estimators in discrete exponential families with applications to Poisson and negative binomial distributions
• Simultaneous estimation of Poisson means under entropy loss
• Simultaneous Estimation of the Means of Independent Poisson Laws
• Statistical decision theory and Bayesian analysis. 2nd ed
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

Cited in

(3)

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

This page was built for publication: Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1892112)