Choice of hierarchical priors: Admissibility in estimation of normal means
type: Item
instance of: scholarly article
title: Choice of hierarchical priors: Admissibility in estimation of normal means
zbMATH Open document ID: 0865.62004
author: James O. Berger
author: William E. Strawderman
published in: The Annals of Statistics
publication date: 1996-12-01T00:00:00Z
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 951854
zbMATH Keywords: hyperparameters
zbMATH Keywords: mean-squared error
zbMATH Keywords: shrinkage estimation
zbMATH Keywords: improper priors
zbMATH Keywords: hierarchical Bayesian modeling of normal means
zbMATH Keywords: hierarchical priors for normal means
zbMATH Keywords: inadmissibility
zbMATH Keywords: Jeffreys prior
zbMATH Keywords: hypervariance
zbMATH Keywords: shrinkage prior
zbMATH Keywords: hypermeans
zbMATH Keywords: proper posteriors
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1032526950
OpenAlex ID: W2077020715
Wikidata QID: Q56286879
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DOI: 10.1214/AOS/1032526950
description: scientific article; zbMATH DE number 951854