Shrinkage estimation of rate statistics - Archive ouverte HAL
Article Dans Une Revue Case Studies in Business, Industry and Government Statistics Année : 2018

Shrinkage estimation of rate statistics

Einar Holsbø
  • Fonction : Auteur

Résumé

This paper presents a simple shrinkage estimator of rates based on Bayesian methods. Our focus is on crime rates as a motivating example. The estimator shrinks each town's observed crime rate toward the country-wide average crime rate according to town size. By realistic simulations we confirm that the proposed estimator outperforms the maximum likelihood estimator in terms of global risk. We also show that it has better coverage properties.

Dates et versions

hal-02153516 , version 1 (12-06-2019)

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Einar Holsbø, Vittorio Perduca. Shrinkage estimation of rate statistics. Case Studies in Business, Industry and Government Statistics, 2018. ⟨hal-02153516⟩
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