Simultaneous Estimation of Several Poisson Means under a Linex Loss Function
Insuk Lee, Won Tae Jeong, Hyejeong Jeong · Journal of the Korean Data and Information Science Society · 1993
We find a class of admissible Bayes estimator for the mean vector of Poisson distribution under a LINEX loss function. The Monte Carlo Simulation is performed to compare the emprical Bayes estimater under the LINEX loss function and weighted squared error loss respectively.