New types of shrinkage estimators of Poisson means under the normalized squared error loss

Yuan-Tsung Chang and Nobuo Shinozaki

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 5, 1108-1122

Abstract: In estimating p( ⩾ 2) independent Poisson means, Clevenson and Zidek (1975) have proposed a class of estimators that shrink the unbiased estimator to the origin and dominate the unbiased one under the normalized squared error loss. This class of estimators was subsequently enlarged in several directions. This article deals with the problem and proposes new classes of dominating estimators using prior information pertinently. Dominance is shown by partitioning the sample space into disjoint subsets and averaging the loss difference over each subset. Estimation of several Poisson mean vectors is also discussed. Further, simultaneous estimation of Poisson means under order restriction is treated and estimators which dominate the isotonic regression estimator are proposed for some types of order restrictions.

Date: 2019
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2018.1423699 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:48:y:2019:i:5:p:1108-1122

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2018.1423699

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().