Adaptive Estimators for Simultaneous Estimation of Poisson Means

Abstract

A new estimator for smoothing towards log-linear models for Poisson means is introduced. The estimator is a generalization of one of Peng (1975). The theoretical basis for the choice of estimator is developed from an approximation to the mean square error of any estimator of Poisson means. The new estimator and its competitors are evaluated in simulations. The method has widespread application in contingency table analysis.