Bayes minimax estimation of multiple Poisson parameters

Bayes minimax estimation of multiple Poisson parameters
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多个泊松参数的贝叶斯极小极大估计

DOI:
10.1016/0047-259x(81)90115-9
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发表时间:
1981
影响因子:
1.6
通讯作者:
A. Parsian
A. Parsian
中科院分区:
数学2区
文献类型:
--
作者:
M. Ghosh;A. Parsian

文献摘要

被引文献

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对于p-变量Poisson均值,在加权平方误差损失之和下,权为方差的倒数,得到了一类支配通常估计即样本均值的Bayes极小极大估计.最后给出了一个例子来说明这一点。指出了我们的结果与Clevenson和Zidek的结果之间的相互关系。
For thep-variate Poisson mean, under the sum of weighted squared error losses, weights being reciprocals of variances, a class of proper Bayes minimax estimates dominating the usual estimate, namely the sample mean is produced. An example is given to illustrate this. The interrelation of our results with those of Clevenson and Zidek is pointed out.