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Multivariate Limited Translation Hierarchical Bayes Estimators

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 t...

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Bibliografiske detaljer
Main Authors: Ghosh, Malay, Papageorgiou, Georgios, Forrester, Janet
Format: Artigo
Sprog:Inglês
Udgivet: 2009
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC3138468/
https://ncbi.nlm.nih.gov/pubmed/21776176
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2008.12.010
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