Multivariate limited translation empirical Bayes estimators |
| |
Authors: | Georgios Papageorgiou Malay Ghosh |
| |
Institution: | University of Florida, Department of Statistics, 103 Griffin-Floyd Hall-P.O. Box 118545, Gainesville, FL 32611-8545, USA |
| |
Abstract: | The paper develops multivariate limited translation empirical Bayes estimators of the normal mean vector which serve as a compromise between the empirical Bayes and the maximum likelihood estimators. These compromise estimators perform better than the regular empirical Bayes estimators, in a frequentist sense, when there is wide departure of an individual observation from the grand average. |
| |
Keywords: | Bayes risk Empirical Bayes Frequentist risk MLE Relevance function Robustness |
本文献已被 ScienceDirect 等数据库收录! |