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
Link To Document