Subjective Hierarchical Bayes Estimation of a Multivariate Normal Mean: On the Frequentist Interface

Estimation of the Multivariate Normal Mean under the Extended Reflected Normal Loss Function

Small Area Estimation of the Mean of Household\'s Income in Selected Provinces of Iran with Hierarchical Bayes Approach

Extended Abstract. Small area estimation has received a lot of attention in recent years due to necessity demand for reliable small area statistics. Direct estimator may not provide adequate precision, because sample size in small areas is seldom large enough. Hence, by employing models that can use auxiliary information and area effects in descriptions, one can increase the precision of direct...

estimation of the multivariate normal mean under the extended reflected normal loss function

Improved minimax estimation of a multivariate normal mean under heteroscedasticity

Consider the problem of estimating a multivariate normal mean with a known variance matrix, which is not necessarily proportional to the identity matrix. The coordinates are shrunk directly in proportion to their variances in Efron and Morris’ (J. Amer. Statist. Assoc. 68 (1973) 117–130) empirical Bayes approach, whereas inversely in proportion to their variances in Berger’s (Ann. Statist. 4 (1...

Hierarchical Bayes multivariate estimation of poverty rates based on increasing thresholds for small domains