BIROn - Birkbeck Institutional Research Online

    Multivariate limited translation hierarchical Bayes estimators

    Ghosh, M. and Papageorgiou, Georgios and Forrester, J. (2009) Multivariate limited translation hierarchical Bayes estimators. Journal of Multivariate Analysis 100 (7), pp. 1398-1411. ISSN 0047-259X.

    [img]
    Preview
    Text
    JMVA.09.pdf - Published Version of Record
    Available under License Creative Commons Attribution.

    Download (1MB) | Preview

    Abstract

    Based on the notion of predictive influence functions, the paper develops multivariate limited translation hierarchical Bayes estimators of the normal mean vector which serve as a compromise between the hierarchical Bayes and maximum likelihood estimators. The paper demonstrates the superiority of the limited translation estimators over the usual hierarchical Bayes estimators in terms of the frequentist risks when the true parameter to be estimated departs widely from the grand average of all the parameters.

    Metadata

    Item Type: Article
    Keyword(s) / Subject(s): Bayes risk, Frequentist risk, g-prior, Influence function, Relevance function
    School: Birkbeck Faculties and Schools > Faculty of Science > School of Computing and Mathematical Sciences
    Depositing User: Georgios Papageorgiou
    Date Deposited: 09 Dec 2013 15:30
    Last Modified: 09 Aug 2023 12:34
    URI: https://eprints.bbk.ac.uk/id/eprint/8792

    Statistics

    Activity Overview
    6 month trend
    341Downloads
    6 month trend
    289Hits

    Additional statistics are available via IRStats2.

    Archive Staff Only (login required)

    Edit/View Item Edit/View Item