Bayes empirical Bayes estimation of a Poisson mean

DOI10.1016/0167-7152(85)90062-8zbMath0586.62012OpenAlexW2074008450MaRDI QIDQ1071417

Tze Fen Li

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(85)90062-8

zbMATH Keywords

Monte Carlo studyasymptotically optimalsquared error estimationPoisson meanBayes empirical Bayes estimationgamma family of prior distributions

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15)

Cites Work

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• Some thoughts on empirical Bayes estimation
• Bayes minimax estimation of multiple Poisson parameters
• Simultaneous estimation of several Poisson parameters under k-normalized squared error loss
• Asymptotic solutions to the two state component compoud decision problem, Bayes versus diffuse priors on proportions
• Discrete density smoothing applied to the empirical bayes estimation of a poission mean
• Bayes Empirical Bayes
• Simultaneous Estimation of the Means of Independent Poisson Laws
• Smooth empirical Bayes estimation for one-parameter discrete distributions
• Smooth empirical Bayes estimation for continuous distributions
• Some Admissible Empirical Bayes Procedures

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