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 |
https://dspace.lib.ntua.gr/xmlui/handle/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 |