Abstract Details
Activity Number:
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263
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Type:
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Contributed
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Date/Time:
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Monday, August 10, 2015 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Bayesian Statistical Science
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Abstract #317560
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Title:
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Improvement on James Stein Estimator in Empirical Bayes Analysis
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Author(s):
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Xiaomu Wang* and Mark L. Berliner
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Companies:
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The Ohio State University and The Ohio State University
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Keywords:
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James-Stein Estimator ;
empirical Bayes ;
Bayes risk
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Abstract:
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We want to develop an empirical Bayes estimator that could be applied to large data sets with heterogeneity between groups. By proving our estimator beat the separated Stein estimator in terms of Bayes risk and showing it performs as good as single combined Stein estimator and separated Stein estimator in terms of frequentist risk as well.
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Authors who are presenting talks have a * after their name.
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