Asymptotic optimality of Bayes compound estimators in compact exponential families (Q1175409): Difference between revisions
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Latest revision as of 02:20, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic optimality of Bayes compound estimators in compact exponential families |
scientific article |
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Asymptotic optimality of Bayes compound estimators in compact exponential families (English)
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25 June 1992
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Some sufficient conditions for asymptotic optimality of Bayes compound estimators in compact exponential families are given. This result is generalized to weighted squared error loss. Applications to some nonexponential situations are considered.
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infinite state case
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compact parameter space
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mixture of i.i.d. priors
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mixing hyperprior
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sufficient conditions
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asymptotic optimality of Bayes compound estimators
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compact exponential families
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weighted squared error loss
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nonexponential
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