Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location

DOI10.1016/0196-8858(86)90006-0zbMath0609.62044OpenAlexW1993425024MaRDI QIDQ1086937

Chris A. J. Klaassen, Peter J. Bickel

Publication date: 1986

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0196-8858(86)90006-0

zbMATH Keywords

normal distributionfunctional modelstructural modelsefficient estimatetranslation invariant estimatoradaptive estimation of locationcompound decision theoriesRobbins' empirical BayesStone's estimate

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Empirical decision procedures; empirical Bayes procedures (62C12) Compound decision problems in statistical decision theory (62C25)

Related Items (6)

Adaptive R-Estimation in Autoregressions ⋮ Extended linear empirical bayes estimation ⋮ Efficient estimation in some missing data problems ⋮ Asymptotic efficiency of estimates for models with incidental nuisance parameters ⋮ Local asymptotic normality for regression models with long-memory disturbance ⋮ Adaptive wavelet empirical Bayes estimation of a location or a scale parameter

Cites Work

• Information and asymptotic efficiency in parametric-nonparametric models
• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Some thoughts on empirical Bayes estimation
• Efficiency of the conditional score in a mixture setting
• On adaptive estimation
• Adaptive maximum likelihood estimators of a location parameter
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Nuisance parameters, mixture models, and the efficiency of partial likelihood estimators
• On a Non-Parametric Analogue of the Information Matrix
• Robust Estimation of a Location Parameter
• Consistent Estimates Based on Partially Consistent Observations
• THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
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