Modified shrinkage estimates in the exponential family case
Kamel Rekab · Stochastic Analysis and Applications · 1994
According to Shah and Parmar [1], the modified shrunken estimator of the population mean is of the form is an unbiased estimator θ0 is a prior value for θp and m are suitable constants. We will show that Bayes estimators with conjugate prior distributions can be used as modified shrunken estimators, and thus the derivation of such estimators can easily be established for the general one parameter exponential family