A performance comparison of empirical Ba
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George C. Canavos
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Article
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1983
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John Wiley and Sons
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English
โ 299 KB
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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