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.
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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: | 31 Jul 2025 14:45 |
| URI: | https://eprints.bbk.ac.uk/id/eprint/8107 |
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