Title

Extended Linear Empirical Bayes Estimation

Keywords

Empirical Bayes; Linear approximation

Abstract

In this paper, the linear empirical Bayes estimation method, which is based on approximation of the Bayes estimator by a linear function, is generalized to an extended linear empirical Bayes estimation technique which represents the Bayes estimator by a series of algebraic polynomials. The extended linear empirical Bayes estimators are elaborated in the case of a location or a scale parameter. The theory is illustrated by examples of its application to the normal distribution with a location parameter and the gamma distribution with a scale parameter. The linear and the extended linear empirical Bayes estimators are constructed in these two cases and, then, studied numerically via Monte Carlo simulations. The simulations show that the extended linear empirical Bayes estimators have better convergence rates than the traditional linear empirical Bayes estimators. Copyright © 2000 by Marcel Dekker, Inc.

Publication Date

8-1-2000

Publication Title

Communications in Statistics Part B: Simulation and Computation

Volume

29

Issue

3

Number of Pages

579-592

Document Type

Article

Personal Identifier

scopus

Socpus ID

26944432758 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/26944432758

This document is currently not available here.

Share

COinS