Simultaneous Estimation of a Mean Vector Based on Mean Conjugate Priors
An empirical Bayes method for the simultaneous estimation of a mean vector is discussed under the mean conjugate prior. This prior, which is dual to a conjugate prior, provides us with a simple efficient estimate of the hyperparameter. Two real examples are presented.
KeywordsGamma Distribution Exponential Family Marginal Likelihood Simultaneous Estimation Prior Density
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