JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Online ISSN : 1348-6365
Print ISSN : 1882-2754
ISSN-L : 1348-6365
EMPIRICAL BAYES ESTIMATION AND UNBIASED PREDICTION THEORY
Yushan Xiao
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Keywords: empirical Bayes estimation, unbiased predictor, conditionally unbiased predictor, James-Stein estimator
JOURNAL FREE ACCESS

2000 Volume 30 Issue 1 Pages 65-73

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Abstract

This paper considers empirical Bayes estimators from the unbiased prediction point of view. The consideration is devoted to the normal case. It is shown that some empirical Bayes estimators are the best or the best conditional unbiased.

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