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  • 标题:Hierarchical Empirical Bayes Estimation of Two Sample Means Under Divergence Loss
  • 本地全文:下载
  • 作者:Malay Ghosh ; Malay Ghosh ; Tatsuya Kubokawa
  • 期刊名称:Sankhya. Series A, mathematical statistics and probability
  • 印刷版ISSN:0976-836X
  • 电子版ISSN:0976-8378
  • 出版年度:2018
  • 卷号:80
  • 期号:1
  • 页码:70-83
  • DOI:10.1007/s13171-018-0155-5
  • 出版社:Indian Statistical Institute
  • 摘要:We consider the problem of simultaneous estimation of two population means when one suspects that the two means are nearly equal. It is shown that the hierarchical empirical Bayes estimators which shrink the sample means towards the suspected hypothesis dominate the sample mean vectors in simultaneous estimation under the divergence loss function..
  • 关键词:Dominance property ; Hellinger divergence ; Kullback;Leibler divergence ; Minimaxity ; Risk function ; Shrinkage estimator ; Simultaneous estimation ; Stein phenomenon
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