New types of shrinkage estimators of Poisson means under the normalized squared error loss

DOI10.1080/03610926.2018.1423699OpenAlexW2793590431MaRDI QIDQ5078401

Yuan-Tsung Chang, Nobuo Shinozaki

Publication date: 23 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1423699

zbMATH Keywords

order statisticsorder restrictionisotonic regression estimatorPoisson mean vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30) Statistical decision theory (62C99)

Related Items (2)

Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples ⋮ Simultaneous estimation of Poisson means in two-way contingency tables under normalized squared error loss

Cites Work

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• Empirical Bayes on vector observations: An extension of Stein's method
• Shrinkage estimation towards a closed convex set with a smooth boundary

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