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Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space

โœ Scribed by Suman Majumdar


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
825 KB
Volume
48
Category
Article
ISSN
0047-259X

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โœ George C. Canavos ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 299 KB ๐Ÿ‘ 1 views

A mean-squared error comparison of smooth empirical Bayes and Bayes estimators for the Weibull and gamma scale parameters is studied based on a computer simulation. The smooth empirical Bayes estimators are determined as functions of up to 15 past estimates of the parameter of interest. Results indi