Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases
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Publication:1892112
DOI10.1016/0167-7152(94)00092-MzbMath0820.62007OpenAlexW2082329813MaRDI QIDQ1892112
Publication date: 6 July 1995
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)00092-m
confluent hypergeometric functionminimaxitynormal meansentropy lossPoisson meansempirical Bayes estimatorestimation of the hyperparameterformal Bayes hyperpriornew domination results
Estimation in multivariate analysis (62H12) Point estimation (62F10) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items (2)
A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family ⋮ The Poisson Compound Decision Problem Revisited
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- Intrinsic losses
- A family of admissible minimax estimators of the mean of a multivariate normal distribution
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