Simultaneous estimation of Poisson means in two-way contingency tables under normalized squared error loss in multiplicative models (Bayesian approaches and statistical inference)

Abstract

Shrinkage estimation of Poisson means is considered when observations are given in the form of a two-way contingency table. Assuming a multiplicative Poisson model, estimators which shrink to the specified values or an order statistic in one dimension and in two dimensions are considered and are shown to dominate the maximum likelihood estimator (MLE) under normalized squared error loss.