Discrete density smoothing applied to the empirical bayes estimation of a poission mean

DOI10.1080/00949657908810267zbMath0418.62003OpenAlexW1987082996MaRDI QIDQ3851408

Min-Chiang Wang, John van Ryzin

Publication date: 1978

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657908810267

zbMATH Keywords

simulationasymptotic optimalitysmall sample propertiesempirical Bayes estimatorgamma priorPoisson meandiscrete density smoothingweight function estimator

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (2)

BAYES EMPIRICAL BAYES APPROACH TO ESTIMATION OF THE FAILURE RATE IN EXPONENTIAL DISTRIBUTION ⋮ Bayes empirical Bayes estimation of a Poisson mean

Cites Work

• The Empirical Bayes Approach to Statistical Decision Problems
• Smooth empirical Bayes estimation for continuous distributions
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case
• Unnamed Item

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