منابع مشابه
Empirical Bayes Estimators with Uncertainty Measures for NEF-QVF Populations
The paper proposes empirical Bayes (EB) estimators for simultaneous estimation of means in the natural exponential family (NEF) with quadratic variance functions (QVF) models. Morris (1982, 1983a) characterized the NEF-QVF distributions which include among others the binomial, Poisson and normal distributions. In addition to the EB estimators, we provide approximations to the MSE’s of t...
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Hierarchical models for L studies, domains or experiments often assume that the study means have a common normal population distribution. However, modeling normal sampling distributions with a normal population distribution may overstate the level of exchangeability of the studies. Using heavy tailed population distributions, in particular t distributions, provide some protection from combining...
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Bayesian estimators are commonly constructed using an explicit prior model. In many applications, one does not have such a model, and it is difficult to learn since one does not have access to uncorrupted measurements of the variable being estimated. In many cases however, including the case of contamination with additive Gaussian noise, the Bayesian least squares estimator can be formulated di...
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Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical Bayes estimators for the transition probability matrix of a finite nonstationary Markov chain. The data are assumed to be of a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...
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ژورنال
عنوان ژورنال: Bulletin of the Australian Mathematical Society
سال: 1980
ISSN: 0004-9727,1755-1633
DOI: 10.1017/s0004972700011394