Title: Hierarchical Empirical Bayes Estimation of Two Sample Means Under Divergence Loss
Author(s): Malay Ghosh and Tatsuya Kubokawa
Pages: 70 -- 83
We consider the problem of simultaneous estimation of two population means when one suspects that the two means are nearly equal. It is shown that the hierarchical empirical Bayes estimators which shrink the sample means towards the suspected hypothesis dominate the sample mean vectors in simultaneous estimation under the divergence loss function.