Empirical bayes prediction for a compound poisson-multinomial process

An empirical Bayes approach is used to predict future values of n and x generated by a two-stage Poisson([lambda])-multinomial(p) process with an arbitrary compounding distribution on ([lambda], p). Asymptotic variances of the predictors are obtained. The approach is also useful in examining the dependence structure between outcomes.

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Year of publication:	1990
Authors:	Dalal, Siddhartha R. ; Lee, Jack C. ; Sabavala, Darius J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 5, p. 385-389
Publisher:	Elsevier
Subject:	Compound process nonparametric empirical Bayes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254151