首页 | 本学科首页   官方微博 | 高级检索  
     检索      


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!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号