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Bayes minimax estimation of multiple Poisson parameters

Author

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  • Ghosh, Malay
  • Parsian, Ahmad

Abstract

For the p-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.

Suggested Citation

  • Ghosh, Malay & Parsian, Ahmad, 1981. "Bayes minimax estimation of multiple Poisson parameters," Journal of Multivariate Analysis, Elsevier, vol. 11(2), pages 280-288, June.
    • Handle: RePEc:eee:jmvana:v:11:y:1981:i:2:p:280-288
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    Citations

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    Cited by:

    1. Hara, Hisayuki & Takemura, Akimichi, 2007. "Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 410-434, February.
    2. Hamura, Yasuyuki & Kubokawa, Tatsuya, 2020. "Bayesian shrinkage estimation of negative multinomial parameter vectors," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
    3. F. Zamudio & Malay Ghosh, 1987. "Estimation of multiple poisson means: A compromise between maximum likelihood and empirical bayes estimators," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 34(1), pages 157-166, December.
    4. Stoltenberg, Emil Aas & Hjort, Nils Lid, 2020. "Multivariate estimation of Poisson parameters," Journal of Multivariate Analysis, Elsevier, vol. 175(C).

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