Bayesian input in Stein estimation and a new minimax empirical Bayes estimator

DOI10.1016/0304-4076(84)90039-3zbMath0575.62010OpenAlexW1965924256WikidataQ56941519 ScholiaQ56941519MaRDI QIDQ1063963

James O. Berger, L. Mark Berliner

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90039-3

zbMATH Keywords

empirical Bayestype II maximum likelihoodcontamination class of priorsgamma-minimax analysisnew empirical Bayes Stein-type estimatorrestricted class BayesianStein estimation of a multivariate normal mean

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)

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