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Simultaneous Estimation of Poisson Means Under Entropy Loss
Malay Ghosh and Ming-Chung Yang
The Annals of Statistics
Vol. 16, No. 1 (Mar., 1988), pp. 278-291
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2241437
Page Count: 14
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This paper characterizes admissible linear estimators of multiple Poisson parameters under entropy loss. Estimators dominating some of the standard estimators are given. Further, hierarchical Bayes estimators are generated and conditions under which they dominate the standard estimators are also given. Monte Carlo simulations are undertaken to indicate the extent of the risk dominance.
The Annals of Statistics © 1988 Institute of Mathematical Statistics