Dominance properties of constrained Bayes and empirical Bayes estimators

DOI10.3150/12-BEJ449zbMath1281.62037arXiv1312.4366MaRDI QIDQ2435240

Tatsuya Kubokawa, William E. Strawderman

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.4366

zbMATH Keywords

decision theoryminimaxitybenchmarkssmall area estimationadmissibilitymultivariate normal distributionsFay-Herriot modelrisk functionsquadratic loss functionsconstrained Bayes estimator

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

Small area estimation with mixed models: a review ⋮ Constrained Bayes estimation in small area models with functional measurement error ⋮ A paradoxical argument about domination ⋮ Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes

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