• 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
  • Pages
    10
  • From page
    1320
  • To page
    1329
  • 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
  • Serial Year
    2010
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    2220596