Simultaneous estimation of Poisson means under \(\epsilon\)-contaminated prior (Q1059949)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simultaneous estimation of Poisson means under \(\epsilon\)-contaminated prior |
scientific article; zbMATH DE number 3905643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous estimation of Poisson means under \(\epsilon\)-contaminated prior |
scientific article; zbMATH DE number 3905643 |
Statements
Simultaneous estimation of Poisson means under \(\epsilon\)-contaminated prior (English)
0 references
1984
0 references
For the p-variate Poisson mean, under the sum of weighted squared error losses, weights being reciprocals of variances, a new empirical Bayes Clevenson Zidek-type estimator is developed, for an interesting \(\epsilon\)-contaminated class of priors. The new estimator is a data adaptive compromise between the Bayes and empirical Bayes estimator.
0 references
type II maximum likelihood
0 references
epsilon contamination
0 references
hierarchical priors
0 references
Poisson mean
0 references
sum of weighted squared error losses
0 references
empirical Bayes Clevenson Zidek-type estimator
0 references
