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Simultaneous Estimation of a Mean Vector Based on Mean Conjugate Priors

  • Takemi Yanagimoto
  • Toshio Ohnishi
Conference paper

Summary

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.

Keywords

Gamma Distribution Exponential Family Marginal Likelihood Simultaneous Estimation Prior Density 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Japan 2002

Authors and Affiliations

  • Takemi Yanagimoto
    • 1
    • 2
  • Toshio Ohnishi
    • 2
  1. 1.Institute of Statistical MathematicsUSA
  2. 2.Graduate University for Advanced StudiesUSA

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