Hierarchical empirical Bayes estimation of two sample means under divergence loss

DOI10.1007/s13171-018-0155-5zbMath1425.62014OpenAlexW2898663718MaRDI QIDQ2316969

Tatsuya Kubokawa, Malay Ghosh

Publication date: 7 August 2019

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-018-0155-5

zbMATH Keywords

shrinkage estimatorminimaxityKullback-Leibler divergenceStein phenomenonsimultaneous estimationrisk functiondominance propertyHellinger divergence

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)

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