Poisson Compound Decision Problem Revisited

The compound decision problem for a vector of independent Poisson random variables with possibly different means has a half-century-old solution. However, it appears that the classical solution needs smoothing adjustment. We discuss three such adjustments. We also present another approach that first...

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Vydané v:	Journal of the American Statistical Association Ročník 108; číslo 502; s. 741 - 749
Hlavní autori:	Brown, Lawrence D, Greenshtein, Eitan, Ritov, Ya’acov
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Alexandria Taylor & Francis Group 01.06.2013 Taylor & Francis Group, LLC Taylor & Francis Ltd
Predmet:	Adjustment Cross-Validation data analysis decision making Decisions Effectiveness Empirical Bayes equations NPMLE Poisson distribution Random variables Robbins Simulation Statistics Theory and Methods
ISSN:	1537-274X, 0162-1459, 1537-274X
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