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

DOI10.1080/00949655.2020.1858299OpenAlexW3115401222MaRDI QIDQ5065271FDOQ5065271

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

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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 mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method
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• Title not available (Why is that?)
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Cited In (1)

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

Uses Software

• k.c

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