On improving standard estimators via linear empirical Bayes methods

DOI10.1016/S0167-7152(99)00022-XzbMath0940.62010MaRDI QIDQ1962209

Francisco J. Samaniego, E. M. Vestrup

Publication date: 17 July 2000

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

zbMATH Keywords

linear decision rulesparametric empirical Bayes

Mathematics Subject Classification ID

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

Related Items (8)

Linear Bayes estimator for the two-parameter exponential family under type II censoring ⋮ Linear Bayesian estimators for linear models with constraints ⋮ Linear approximate Bayes estimator for regression parameter with an inequality constraint ⋮ Linear Bayes estimator of the extreme value distribution based on type II censored samples ⋮ A linear empirical Bayes solution for the calibration problem. ⋮ Quasi-optimal Bayesian procedures of many hypotheses testing ⋮ Computing the estimator of a parameter vector via a competing Bayes method ⋮ A mixture model approach for the analysis of microarray gene expression data.

Cites Work

• Bayes empirical Bayes estimation for natural exponential families with quadratic variance functions
• How to Be a Better Bayesian
• Bayes Empirical Bayes
• Parametric Empirical Bayes Inference: Theory and Applications
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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