Empirical bayes prediction for a compound poisson-multinomial process

Siddhartha R. Dalal, Jack C. Lee and Darius J. Sabavala

Statistics & Probability Letters, 1990, vol. 9, issue 5, 385-389

Abstract: An empirical Bayes approach is used to predict future values of n and x generated by a two-stage Poisson([lambda])-multinomial(p) process with an arbitrary compounding distribution on ([lambda], p). Asymptotic variances of the predictors are obtained. The approach is also useful in examining the dependence structure between outcomes.

Keywords: Compound; process; nonparametric; empirical; Bayes (search for similar items in EconPapers)
Date: 1990
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