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Assessing the performance of empirical bayes estimators |
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| Authors: | J S Maritz T Lwin |
| Institution: | (1) Department of Statistics, La Trobe University, 3083 Bundoora, Victoria, Australia;(2) Division of Mathematics and Statistics, CSIRO, Private Bag 10, 3168 Clayton, Victoria, Australia;(3) Present address: Department of Statistics, University of Stellenbosch, 7600 Stellenbosch, Republic of South Africa |
| Abstract: | Methods for deriving empirical Bayes estimators are generally available. Corresponding general techniques for assessing the performance of these estimators are not widely developed yet, however. In this paper we provide a general procedure for assessing and comparing the performance of the empirical Bayes estimators and other estimators in a given data set. |
| Keywords: | Unequal component sample sizes empirical Bayes linear EB assessment of performance comparison with MLE |
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