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Multivariate limited translation empirical Bayes estimators. (English) Zbl 1181.62006

Summary: The paper develops multivariate limited translation empirical Bayes estimators of the normal mean vector which serve as a compromise between the empirical Bayes and the maximum likelihood estimators. These compromise estimators perform better than the regular empirical Bayes estimators, in a frequentist sense, when there is wide departure of an individual observation from the grand average.

MSC:

62C12 Empirical decision procedures; empirical Bayes procedures
62H12 Estimation in multivariate analysis
65C60 Computational problems in statistics (MSC2010)
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References:

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