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 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)

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Cites work

• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3068128 (Why is no real title available?)
• 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
• 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 the Means of Independent Poisson Laws
• Simultaneous estimation of Poisson means under entropy loss
• Statistical decision theory and Bayesian analysis. 2nd ed
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

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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