The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function

DOI10.1080/00949655.2020.1858299OpenAlexW3115401222MaRDI QIDQ5065271

Ying-Ying Zhang, Ya Sun, Ji Sun

Publication date: 18 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1858299

zbMATH Keywords

moment methodmaximum likelihood estimation (MLE) methodempirical Bayes estimatorsStein's loss functionhierarchical inverse gamma and inverse gamma model

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Statistics (62-XX) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function

Uses Software

• k.c

Cites Work

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