Article ID Journal Published Year Pages File Type
1151455 Statistics & Probability Letters 2016 9 Pages PDF
Abstract

Pitman closeness for Bayes shrinkage procedures in normal models are investigated. In point estimation, priors in the Strawderman class dominate the uniform prior. In predictive density estimation, spherically symmetric superharmonic priors dominate the uniform prior under log loss.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
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