Title of article :
Multivariate limited translation empirical Bayes estimators
Author/Authors :
Papageorgiou، نويسنده , , Georgios and Ghosh، نويسنده , , Malay، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
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
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference