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Linear Bayes and Optimal Estimation
Annals of the Institute of Statistical Mathematics, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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ESTIMATES OF MULTIPLE POISSON MEANS: BAYES AND EMPIRICAL BAYES
Statistics & Risk Modeling, 1983Summary: For estimating multiple Poisson means, Bayes and empirical Bayes estimates are proposed. Such estimates, under suitable loss, sometimes dominate the usual maximum likelihood estimates. A study of the ''relative savings loss'' of such estimates as compared to maximum likelihood estimates is also made using a Bayesian viewpoint.
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Stein's positive part estimator and bayes estimator
Annals of the Institute of Statistical Mathematics, 1979Stein's positive part estimator forp normal means is known to dominate the M.L.E. ifp≧3. In this article by introducing some proirs we show that Stein's positive part estimator is posterior mode. We also consider the Bayes estimators (posterior mean) with respect to the same priors and show that some of them dominate M.L.E. and are admissible.
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On asymptotic optimality of bayes empirical bayes estimators
Communications in Statistics - Theory and Methods, 1987In an empirical Bayes decision problem, a prior distribution ≱ is placed on a one-dimensfonal family G of priors Gw, weΩ, to produce a Bayes empirical Bayes estimator, The asymptotic optimaiity of the Bayes estimator is established when the support of ≱ is Ω and the marginal distributions Hw have monotone likelihood ratio and continuous Kullback ...
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Bayes Factors and Posterior Estimation: Two Sides of the Very Same Coin
American Statistician, 2023Harlan Campbell, Paul Gustafson
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Performance of empirical Bayes estimation techniques used in probabilistic risk assessment
Reliability Engineering and System Safety, 2020Vaibhav Yadav +2 more
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A Nonparametric Empirical Bayes Estimator
Biometrika, 1972Ergle, William D. +1 more
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