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Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models


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  • Hara, Hisayuki
  • Takemura, Akimichi
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    In this article we study the simultaneous estimation of the means in Poisson decomposable graphical models. We derive some classes of estimators which improve on the maximum likelihood estimator under the normalized squared losses. Our estimators are based on the argument in Chou [Simultaneous estimation in discrete multivariate exponential families, Ann. Statist. 19 (1991) 314-328.] and shrink the maximum likelihood estimator depending on the marginal frequencies of variables forming a complete subgraph of the conditional independence graph.

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    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 98 (2007)
    Issue (Month): 2 (February)
    Pages: 410-434

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    Handle: RePEc:eee:jmvana:v:98:y:2007:i:2:p:410-434

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    Keywords: Chordal graph Contingency table Decomposable Poisson model Inadmissibility Perfect sequence Simultaneous estimation Shrinkage estimation Unbiased estimation of risk difference;


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    Cited by:
    1. Consonni, Guido & Massam, Hélène, 2012. "Parametrizations and reference priors for multinomial decomposable graphical models," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 380-396.


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