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March, 1988 Simultaneous Estimation of Poisson Means Under Entropy Loss
Malay Ghosh, Ming-Chung Yang
Ann. Statist. 16(1): 278-291 (March, 1988). DOI: 10.1214/aos/1176350705

Abstract

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.

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Malay Ghosh. Ming-Chung Yang. "Simultaneous Estimation of Poisson Means Under Entropy Loss." Ann. Statist. 16 (1) 278 - 291, March, 1988. https://doi.org/10.1214/aos/1176350705

Information

Published: March, 1988
First available in Project Euclid: 12 April 2007

zbMATH: 0654.62012
MathSciNet: MR924871
Digital Object Identifier: 10.1214/aos/1176350705

Subjects:
Primary: 62C15
Secondary: 62C10, 62F10

Rights: Copyright © 1988 Institute of Mathematical Statistics

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Vol.16 • No. 1 • March, 1988
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