Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators
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Publication:578776
DOI10.1007/BF02613143zbMath0624.62012MaRDI QIDQ578776
Publication date: 1987
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176113
Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)
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Cites Work
- Bayes minimax estimation of multiple Poisson parameters
- Simultaneous estimation of several Poisson parameters under k-normalized squared error loss
- Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
- Estimation of poisson means under weighted squared error loss
- Simultaneous Estimation of the Means of Independent Poisson Laws
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
- Unnamed Item
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