A0338
Title: Bayesian shrinkage estimation for stratified count data
Authors: Yasuyuki Hamura - Kyoto University (Japan) [presenting]
Abstract: The problem of simultaneously estimating Poisson parameters under the standardized squared error loss is considered in situations where side information in aggregated data is available. Bayesian shrinkage estimators are constructed using conjugate priors. The risk functions of estimators are compared, conditions for domination are obtained, and minimaxity and admissibility of a proposed estimator are proved. Several related problems are also discussed.
