Constrained Bayes and Empirical Bayes Estimation with Balanced Loss Functions |
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| Authors: | Malay Ghosh Myung Joon Kim Dalho Kim |
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| Institution: | 1. Department of Statistics , University of Florida , Gainesville, Florida, USA ghoshm@stat.ufl.edu;3. Research Division , Samsung Corporation , Seoul, Korea;4. Department of Statistics , Kyungpook National University , Daegu, Korea |
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| Abstract: | This article develops constrained Bayes and empirical Bayes estimators under balanced loss functions. In the normal-normal example, estimators of the mean squared errors of the EB and constrained EB estimators are provided which are correct asymptotically up to O(m ?1), m denoting the number of strata. |
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| Keywords: | Asymptotic Constrained Bayes Constrained empirical Bayes Empirical Bayes Mean squared error |
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