Bayes minimax estimation of multiple Poisson parameters

Malay Ghosh and Ahmad Parsian

Journal of Multivariate Analysis, 1981, vol. 11, issue 2, 280-288

Abstract: For the p-variate Poisson mean, under the sum of weighted squared error losses, weights being reciprocals of variances, a class of proper Bayes minimax estimates dominating the usual estimate, namely the sample mean is produced. An example is given to illustrate this. The interrelation of our results with those of Clevenson and Zidek is pointed out.

Keywords: p-variate; Poisson; means; Bayes; estimation; admissibility; minimaxity; two; stage; prior; exponential; type; II; beta; Dirichlet; monotone; likelihood; ratio (search for similar items in EconPapers)
Date: 1981
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(81)90115-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:11:y:1981:i:2:p:280-288

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().