An empirical bayes estimate of multinomial probabilities

DOI10.1080/03610928608829297zbMath0604.62026OpenAlexW1990687529MaRDI QIDQ3740810

Khursheed Alam, Amitava Mitra

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829297

zbMATH Keywords

cell probabilitiesmaximum likelihood estimatorasymptotic risksimultaneous estimationmultinomial distributionsempirical Bayes estimatorsum of squared error loss

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Related Items (1)

Estimating probability of occurrence of the most likely multinomial event

Cites Work

• Unnamed Item
• Unnamed Item
• Construction of improved estimators in multiparameter estimation for discrete exponential families
• Stein's paradox is impossible in problems with finite sample space
• Natural exponential families with quadratic variance functions: Statistical theory
• Estimation of the mean of a multivariate normal distribution
• 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
• Estimation of multinomial probabilities
• Admissible and minimax estimation for the multinomial distribution and for k independent binomial distributions
• Some Problems of Simultaneous Minimax Estimation
• The Problem of Estimation
• On the Admissible Estimators for Certain Fixed Sample Binomial Problems
• Simultaneous Estimation of Multinomial Cell Probabilities

This page was built for publication: An empirical bayes estimate of multinomial probabilities