THE BOOTSTRAP RISK OF LINEAR EMPIRICAL BAYES ESTIMATES |
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| Authors: | M. A. M. Ali Mousa |
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| Affiliation: | Mathematics Dept., University of Assiut, Assiut, Egypt. |
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| Abstract: | ![]()
This paper discusses the bootstrap risk of the linear empirical Bayes estimate of the form θ=Ǎ+B̌x, where x is the current observation, and Ǎ and B̌ are generally functions of the estimates of the prior parameters. The standard error of this risk is developed and ‘computations’ of both the bootstrap risk and its standard error are made. |
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| Keywords: | Empirical Bayes methods linear empirical Bayes estimates bootstrap method |
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