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Activity Number: 263
Type: Contributed
Date/Time: Monday, August 10, 2015 : 2:00 PM to 3:50 PM
Sponsor: Section on Bayesian Statistical Science
Abstract #317560
Title: Improvement on James Stein Estimator in Empirical Bayes Analysis
Author(s): Xiaomu Wang* and Mark L. Berliner
Companies: The Ohio State University and The Ohio State University
Keywords: James-Stein Estimator ; empirical Bayes ; Bayes risk
Abstract:

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.

Authors who are presenting talks have a * after their name.

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