Simultaneous estimation of Poisson means under entropy loss

DOI10.1214/AOS/1176350705zbMath0654.62012OpenAlexW2032795766MaRDI QIDQ1108701

Malay Ghosh, Ming-Chung Yang

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350705

zbMATH Keywords

empirical BayesMonte Carlo resultsKullback-Leibler informationlinear estimatorsentropy lossentropy distancerisk improvementhierarchical Bayes estimatorsindependent Poisson random variablessimultaneous estimation of Poisson means

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

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