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Bayes admissible estimation of the means in Poisson decomposable graphical models. (English) Zbl 1153.62314

Summary: We investigate the Bayes estimation of the means in Poisson decomposable graphical models. Some classes of Bayes estimators are provided which improve on the maximum likelihood estimator under the normalized squared error loss. Both proper and improper priors are included in the proposed classes of priors. Concerning the generalized Bayes estimators with respect to the improper priors, we address their admissibility.

MSC:

62F15 Bayesian inference
62C15 Admissibility in statistical decision theory
05C90 Applications of graph theory
62H17 Contingency tables
65C05 Monte Carlo methods

Software:

MIM
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References:

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