Stein's positive part estimator and bayes estimator
Copyright policy )Stein's positive part estimator and bayes estimator
Stein's positive part estimator forp normal means is known to dominate the M.L.E. ifp≧3. In this article by introducing some proirs we show that Stein's positive part estimator is posterior mode. We also consider the Bayes estimators (posterior mean) with respect to the same priors and show that some of them dominate M.L.E. and are admissible.
- University of Tsukuba Japan
Bayes estimator, Bayesian problems; characterization of Bayes procedures, Estimation in multivariate analysis, p-variate normal distribution, quadratic loss, Admissibility in statistical decision theory, Stein positive part estimator
Bayes estimator, Bayesian problems; characterization of Bayes procedures, Estimation in multivariate analysis, p-variate normal distribution, quadratic loss, Admissibility in statistical decision theory, Stein positive part estimator
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