Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss

DOI10.1016/j.jspi.2006.10.019zbMath1145.62016OpenAlexW2005571262MaRDI QIDQ947252

Takemi Yanagimoto, Shinto Eguchi

Publication date: 29 September 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.10.019

zbMATH Keywords

James-Stein estimatorharmonic functionLaplace-Beltrami operatorBayes estimatorconjugate priorKullback-Leibler risksecond-order efficiencydifferential-geometric approach

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian inference (62F15) Classical differential geometry (53A99)

Related Items (5)

Estimators for the binomial distribution that dominate the MLE in terms of Kullback-Leibler risk ⋮ Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators ⋮ Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence ⋮ Shrinkage priors for Bayesian prediction ⋮ The geometry of recombination

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