Simultaneous Estimation of Poisson Means Under Entropy Loss
Ghosh, Malay ; Yang, Ming-Chung
Ann. Statist., Tome 16 (1988) no. 1, p. 278-291 / Harvested from Project Euclid
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This paper characterizes admissible linear estimators of multiple Poisson parameters under entropy loss. Estimators dominating some of the standard estimators are given. Further, hierarchical Bayes estimators are generated and conditions under which they dominate the standard estimators are also given. Monte Carlo simulations are undertaken to indicate the extent of the risk dominance.
Publié le : 1988-03-14
Classification:  Poisson means,  simultaneous estimation,  entropy loss,  linear estimators,  admissibility,  hierarchical Bayes,  empirical Bayes,  62C15,  62F10,  62C10 
@article{1176350705,
     author = {Ghosh, Malay and Yang, Ming-Chung},
     title = {Simultaneous Estimation of Poisson Means Under Entropy Loss},
     journal = {Ann. Statist.},
     volume = {16},
     number = {1},
     year = {1988},
     pages = { 278-291},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350705}
}

Ghosh, Malay; Yang, Ming-Chung. Simultaneous Estimation of Poisson Means Under Entropy Loss. Ann. Statist., Tome 16 (1988) no. 1, pp.  278-291. http://gdmltest.u-ga.fr/item/1176350705/