Simultaneous Estimation of a Mean Vector Based on Mean Conjugate Priors

Takemi Yanagimoto and Toshio Ohnishi
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Takemi Yanagimoto: Institute of Statistical Mathematics
Toshio Ohnishi: Graduate University for Advanced Studies

A chapter in Measurement and Multivariate Analysis, 2002, pp 191-196 from Springer

Abstract: Summary An empirical Bayes method for the simultaneous estimation of a mean vector is discussed under the mean conjugate prior. This prior, which is dual to a conjugate prior, provides us with a simple efficient estimate of the hyperparameter. Two real examples are presented.

Keywords: Gamma Distribution; Exponential Family; Marginal Likelihood; Simultaneous Estimation; Prior Density (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-4-431-65955-6_20

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DOI: 10.1007/978-4-431-65955-6_20

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