Multivariate limited translation hierarchical Bayes estimators

DSpace/Manakin Repository

Show simple item record

dc.contributor.author Ghosh, M en
dc.contributor.author Papageorgiou, G en
dc.contributor.author Forrester, J en
dc.date.accessioned 2014-03-01T01:58:00Z
dc.date.available 2014-03-01T01:58:00Z
dc.date.issued 2009 en
dc.identifier.uri http://hdl.handle.net/123456789/28594
dc.subject Bayes Risk en
dc.subject Hierarchical Bayes en
dc.subject Influence Function en
dc.subject Maximum Likelihood Estimate en
dc.title Multivariate limited translation hierarchical Bayes estimators en
heal.type journalArticle en
heal.identifier.primary 10.1016/j.jmva.2008.12.010 en
heal.identifier.secondary http://dx.doi.org/10.1016/j.jmva.2008.12.010 en
heal.publicationDate 2009 en
heal.abstract Based on the notion of predictive influence functions, the paper develops multivariate limited translation hierarchical Bayes estimators of the normal mean vector which serve as a compromise between the hierarchical Bayes and maximum likelihood estimators. The paper demonstrates the superiority of the limited translation estimators over the usual hierarchical Bayes estimators in terms of the frequentist risks when the true en
heal.journalName Journal of Multivariate Analysis en
dc.identifier.doi 10.1016/j.jmva.2008.12.010 en

Files in this item

Files Size Format View

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record