Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes

DOI10.1007/S42081-019-00039-XzbMath1436.62079OpenAlexW2924323446MaRDI QIDQ2303489

Tatsuya Kubokawa, Y. Hamura

Publication date: 4 March 2020

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-019-00039-x

zbMATH Keywords

estimationempirical BayesheterogeneityminimaxitydominanceKullback-Leibler divergenceJeffreys priorpredictive densityshrinkage priorgeneralized Bayes

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Related Items (4)

Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples ⋮ Bayesian shrinkage estimation of negative multinomial parameter vectors ⋮ Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes ⋮ Simultaneous estimation of Poisson means in two-way contingency tables under normalized squared error loss

Cites Work

• Simultaneous prediction for independent Poisson processes with different durations
• Simultaneous estimation of several Poisson parameters under k-normalized squared error loss
• Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
• A natural identity for exponential families with applications in multiparameter estimation
• Simultaneous prediction of independent Poisson observables
• Dominance properties of constrained Bayes and empirical Bayes estimators
• A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles
• Multiparameter estimation of discrete exponential distributions
• Simultaneous Estimation of the Means of Independent Poisson Laws
• Parametric Empirical Bayes Inference: Theory and Applications

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