Bayesian Shrinkage Estimation for Stratified Count Data

Autor: Hamura, Yasuyuki
Rok vydání: 2021
Předmět:
Druh dokumentu: Working Paper
DOI: 10.1007/s42081-023-00224-z
Popis: In this paper, we consider simultaneous estimation of Poisson parameters in situations where we can use side information in aggregated data. We use standardized squared error and entropy loss functions. Bayesian shrinkage estimators are derived based on conjugate priors. We compare the risk functions of direct estimators and Bayesian estimators with respect to different priors that are constructed based on different subsets of observations. We obtain conditions for domination and also prove minimaxity and admissibility in a simple setting.
Comment: 48 pages
Databáze: arXiv