Assessing the performance of empirical Bayes estimators

DOI10.1007/BF00053395zbMath0773.62002OpenAlexW1987664572MaRDI QIDQ1260721

J. S. Maritz, Thaung Lwin

Publication date: 25 August 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00053395

zbMATH Keywords

Poisson distributionnormal distributionbinomial distributionempirical Bayes estimatorsassessment of performancecomparisons with maximum likelihood estimatorslinear EBunequal component sample sizes

Mathematics Subject Classification ID

Point estimation (62F10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (3)

The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function ⋮ The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function ⋮ Indirect Maximum Likelihood Estimation

Cites Work

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• Empirical Bayes approach to multiparameter estimation: With special reference to multinomial distribution
• Some empirical Bayes results in the case of component problems with varying sample sizes for discrete exponential families
• EMPIRICAL BAYES ESTIMATION WITH NON-IDENTICAL COMPONENTS. CONTINUOUS CASE.
• Smooth empirical Bayes estimation for continuous distributions
• Optimal linear estimators: an empirical Bayes version with application to the binomial distribution

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