Multivariate limited translation empirical Bayes estimators
Papageorgiou, Georgios and Ghosh, M. (2010) Multivariate limited translation empirical Bayes estimators. Journal of Statistical Planning and Inference 140 (5), pp. 1320-1329. ISSN 0378-3758.
![[img]](https://eprints.bbk.ac.uk/style/images/fileicons/text.png) |
Text
JSPI.2010.pdf - Published Version of Record Restricted to Repository staff only Download (273kB) | Request a copy |
Official URL: http://dx.doi.org/10.1016/j.jspi.2009.11.014
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.
Metadata
| Item Type: | Article |
|---|---|
| Keyword(s) / Subject(s): | Bayes risk, Empirical Bayes, Frequentist risk, MLE, Relevance function, Robustness |
| School: | Birkbeck Faculties and Schools > Faculty of Science > School of Computing and Mathematical Sciences |
| Depositing User: | Georgios Papageorgiou |
| Date Deposited: | 16 Sep 2013 09:04 |
| Last Modified: | 09 Aug 2023 12:34 |
| URI: | https://eprints.bbk.ac.uk/id/eprint/8107 |
Statistics
Downloads
Activity Overview
6 month trend
6 month trend
Additional statistics are available via IRStats2.
Archive Staff Only (login required)
 |
Edit/View Item |