Multivariate limited translation empirical Bayes estimators

DOI10.1016/J.JSPI.2009.11.014zbMath1181.62006OpenAlexW2071168505MaRDI QIDQ2266903

Malay Ghosh, Georgios Papageorgiou

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

robustnessempirical BayesMLEBayes riskfrequentist riskrelevance function

Mathematics Subject Classification ID

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

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• Multivariate empirical Bayes and estimation of covariance matrices
• Data Analysis Using Stein's Estimator and its Generalizations
• Robust methods of estimation of regression coefficients¹
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• 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
• Empirical Bayes on vector observations: An extension of Stein's method

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