Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators
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Publication:578776
DOI10.1007/BF02613143zbMATH Open0624.62012MaRDI QIDQ578776FDOQ578776
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)
Cites Work
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
- Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
- Simultaneous Estimation of the Means of Independent Poisson Laws
- Bayes minimax estimation of multiple Poisson parameters
- Simultaneous estimation of several Poisson parameters under k-normalized squared error loss
- Title not available (Why is that?)
- Estimation of poisson means under weighted squared error loss
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case
Cited In (9)
- Title not available (Why is that?)
- Bounded risk conditions in simultaneous estimation of independent Poisson means
- Title not available (Why is that?)
- Title not available (Why is that?)
- Tukey's M-estimator of the Poisson parameter with a special focus on small means
- Bayes/frequentist compromise decision rules for Gaussian sampling.
- Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models
- Title not available (Why is that?)
- Estimating means from a non-i.i.d. mixture of Poisson samples
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