Simultaneous Estimation of a Mean Vector Based on Mean Conjugate Priors

  • Takemi Yanagimoto
  • Toshio Ohnishi
Conference paper


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.


Gamma Distribution Exponential Family Marginal Likelihood Simultaneous Estimation Prior Density 
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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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