Some Applications of the Rao Distance to Shrinkage Estimators |
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| Authors: | Marvin H. J. Gruber |
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| Affiliation: | 1. School of Mathematical Sciences , Rochester Institute of Technology , Rochester, New York, USA mjgsma@rit.edu |
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| Abstract: | Bayesian statistics is concerned with how prior information influence inferences. This article studies this problem by comparing the value of the Rao distance between prior and posterior normal distributions. Particular cases include the linear Bayes estimator, the mixed estimator, and ridge-type estimators. |
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| Keywords: | Bayes estimators Geodesic distance Prior and posterior distri-butions Ridge-type estimators |
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