ruth@utstat.uucp (Ruth Croxford) (10/12/88)
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. ----------------- Coffee and tea will be served in the Delury Lounge (SS6006) at 3:30 p.m.