The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function

DOI10.1080/00949655.2020.1858299MaRDI QIDQ5065271OpenAlexFDO

Authors Ji Sun, Ying-Ying Zhang, Ya Sun

Publication date 18 March 2022

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

Full work available at URL https://doi.org/10.1080/00949655.2020.1858299

zbMATH Keywords

moment methodmaximum likelihood estimation (MLE) methodempirical Bayes estimatorsStein's loss functionhierarchical inverse gamma and inverse gamma model

Mathematics Subject Classification ID

Statistics (62-XX) Point estimation (62F10) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

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• The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function

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