Empirical bayes estimation of the mean in a multivariate normal distribution
DOI10.1080/03610928608829244zbMath0631.62064OpenAlexW2110295031MaRDI QIDQ3768195
Publication date: 1986
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829244
empirical Bayesquadratic lossmultivariate normalprior distributionspositive definitemean vectorhyperparametersprior meanposterior risksintraclass structureJames-Stein- like estimatorsproportionality assumption
Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)
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Cites Work
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