Multivariate limited translation empirical Bayes estimators

DOI10.1016/J.JSPI.2009.11.014MaRDI QIDQ2266903zbMATH OpenOpenAlexFDO

Authors Georgios Papageorgiou, Malay Ghosh

Publication date 26 February 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.11.014

zbMATH Keywords

Bayes riskempirical Bayesfrequentist riskMLErelevance functionrobustness

Mathematics Subject Classification ID

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

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Cites work

• Data Analysis Using Stein's Estimator and its Generalizations
• Empirical Bayes on vector observations: An extension of Stein's method
• Estimation of the mean of a multivariate normal distribution
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
• Multivariate empirical Bayes and estimation of covariance matrices
• Robust methods of estimation of regression coefficients¹
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

Cited in

(1)

• Multivariate limited translation hierarchical Bayes estimators

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