Bayesian shrinkage estimation of negative multinomial parameter vectors
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DOI: 10.1016/j.jmva.2020.104653
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References listed on IDEAS
- Komaki, Fumiyasu, 2006. "A class of proper priors for Bayesian simultaneous prediction of independent Poisson observables," Journal of Multivariate Analysis, Elsevier, vol. 97(8), pages 1815-1828, September.
- Ghosh, Malay & Parsian, Ahmad, 1981. "Bayes minimax estimation of multiple Poisson parameters," Journal of Multivariate Analysis, Elsevier, vol. 11(2), pages 280-288, June.
- Komaki, Fumiyasu, 2015. "Simultaneous prediction for independent Poisson processes with different durations," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 35-48.
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Keywords
Bayes estimation; Dominance; Shrinkage prior; Negative multinomial distribution;All these keywords.
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