Brown, Lawrence D.; Greenshtein, Eitan; Ya'acov Ritov - In: Journal of the American Statistical Association 108 (2013) 502, pp. 741-749
The compound decision problem for a vector of independent Poisson random variables with possibly different means has a half-century-old solution. However, it appears that the classical solution needs smoothing adjustment. We discuss three such adjustments. We also present another approach that...