Multivariate limited translation hierarchical Bayes estimators

Ghosh, M; Papageorgiou, G; Forrester, J

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