文章基本信息

标题：Hierarchical Empirical Bayes Estimation of Two Sample Means Under Divergence Loss
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作者：Malay Ghosh ; Malay Ghosh ; Tatsuya Kubokawa 等
期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2018
卷号：80
期号：1
页码：70-83
DOI：10.1007/s13171-018-0155-5
出版社：Indian Statistical Institute
摘要：We consider the problem of simultaneous estimation of two population means when one suspects that the two means are nearly equal. It is shown that the hierarchical empirical Bayes estimators which shrink the sample means towards the suspected hypothesis dominate the sample mean vectors in simultaneous estimation under the divergence loss function..
关键词：Dominance property ; Hellinger divergence ; Kullback;Leibler divergence ; Minimaxity ; Risk function ; Shrinkage estimator ; Simultaneous estimation ; Stein phenomenon