Shrinkage Estimators of Relative Potency
作者:
P.T. Kim,
E.M. Carter,
J.J. Hubert,
K.J. Hand,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1993)
卷期:
Volume 88,
issue 422
页码: 615-621
ISSN:0162-1459
年代: 1993
DOI:10.1080/01621459.1993.10476314
出版商: Taylor & Francis Group
关键词: Asymptotic distribution;Bayesian;Frequentist;Parallel line bioassay;Relative potency;Shrinkage estimator
数据来源: Taylor
摘要:
This article examines the finite and infinite sample properties of the shrinkage estimator, motivated by a Bayesian argument, for the log relative potency, proposed in an earlier paper by Kim, Carter, and Hubert. This estimator can be written in closed form and is shown to have finite mean and finite variance in finite samples. As a consequence, this shrinkage estimator has finite frequentist risk, which is an improvement over the usual maximum likelihood estimator, for all finite sample sizes. Furthermore, it is shown that this estimator asymptotically behaves the same as the usual maximum likelihood estimator.
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