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Limit Expressions for the Risk of James-Stein Estimators

✍ Scribed by George Casella and Jiunn Tzon Hwang


Book ID
115058565
Publisher
John Wiley and Sons
Year
1982
Tongue
French
Weight
277 KB
Volume
10
Category
Article
ISSN
0319-5724

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Analysis of the Gibbs sampler for a mode
✍ Jeffrey S. Rosenthal πŸ“‚ Article πŸ“… 1996 πŸ› Springer US 🌐 English βš– 604 KB

We analyse a hierarchical Bayes model which is related to the usual empirical Bayes formulation of James-Stein estimators. We consider running a Gibbs sampler on this model. Using previous results about convergence rates of Markov chains, we provide rigorous, numerical, reasonable bounds on the runn