Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators

DOI10.1007/BF02613143zbMath0624.62012MaRDI QIDQ578776

F. Zamudio, Malay Ghosh

Publication date: 1987

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176113

zbMATH Keywords

maximum likelihoodempirical Bayes estimatorsindependent Poisson meanslimited translation estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

Bayes/frequentist compromise decision rules for Gaussian sampling.

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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