Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models

DOI10.1016/j.jmva.2006.05.003zbMath1105.62056OpenAlexW2088628811MaRDI QIDQ864277

Hisayuki Hara, Akimichi Takemura

Publication date: 13 February 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.05.003

zbMATH Keywords

shrinkage estimationchordal graphinadmissibilitycontingency tablebootstrap confidence intervalsperfect sequencesimultaneous estimationdecomposable Poisson modelunbiased estimation of risk difference

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Applications of graph theory (05C90) Monte Carlo methods (65C05) Statistical decision theory (62C99)

Related Items

Bayes admissible estimation of the means in Poisson decomposable graphical models ⋮ Parametrizations and reference priors for multinomial decomposable graphical models

Uses Software

• bootstrap

Cites Work

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• Wishart distributions for decomposable graphs
• Robustness of Clevenson-Zidek-Type Estimators
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