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.
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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 |
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