文章基本信息

标题：EMPIRICAL BAYES ESTIMATION AND UNBIASED PREDICTION THEORY
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作者：Yushan Xiao
期刊名称：JOURNAL OF THE JAPAN STATISTICAL SOCIETY
印刷版ISSN：1882-2754
电子版ISSN：1348-6365
出版年度：2000
卷号：30
期号：1
页码：65-73
DOI：10.14490/jjss1995.30.65
出版社：JAPAN STATISTICAL SOCIETY
摘要：This paper considers empirical Bayes estimators from the unbiased prediction point of view. The consideration is devoted to the normal case. It is shown that some empirical Bayes estimators are the best or the best conditional unbiased.
关键词：empirical Bayes estimation;unbiased predictor;conditionally unbiased predictor;James-Stein estimator