Seminar: Subjective Hierarchical Bayes Estimation of a Normal Mean

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1 total messages Started by Ruth Croxford Wed, 12 Oct 1988 14:01

#15

Author: Ruth Croxford
Date: Wed, 12 Oct 1988 14:01

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Topic:    Subjective Hierarchical Bayes Estimation of a Normal Mean:
	  Estimation of Accuracy and Risk
Speaker:  Jim Berger
	  Purdue University, West Lafayette, Indiana
Date:	  Thursday, October 20, 1988, 4:00 p.m.
Place:	  Sidney Smith Hall, Room 2110, 100 St. George St., U of T
Abstract:
   In shrinkage estimation of a multivariate normal mean, the two
dominant approaches to construction of estimators have been the hierarchical
or empirical Bayes approach and the minimax approach.  The first has been
most extensively used in practice, because of its greater flexibility in
adapting to varying situations, while the second has seen the most extensive
theoretical development.  This talk deals with several topics on the interface
of these approaches, concentrating, in particular, on a comparison of
hierarchical Bayes and frequentist estimation of the accuracy of the
procedures.

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Coffee and tea will be served in the Delury Lounge (SS6006) at 3:30 p.m.

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