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Model averaging based on James–Stein estimators

✍ Scribed by Zhao, Shangwei

Book ID
121534827
Publisher
Springer
Year
2014
Tongue
English
Weight
212 KB
Volume
77
Category
Article
ISSN
0026-1335

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✍ Jeffrey S. Rosenthal 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 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