Simultaneous Estimation of Poisson Means Under Entropy Loss
熵损失下多个泊松均值的同时估计
This paper characterizes admissible linear estimators of multiple Poisson parameters under entropy loss. Estimators dominating some of the standard estimators are given. Further, hierarchical Bayes estimators are generated and conditions under which they dominate the standard estimators are also given. Monte Carlo simulations are undertaken to indicate the extent of the risk dominance.