EMPIRICAL BAYES ESTIMATION WITH NON-IDENTICAL COMPONENTS. CONTINUOUS CASE.

DOI10.1111/J.1467-842X.1977.TB01278.XzbMath0405.62009OpenAlexW1999968812MaRDI QIDQ4191426

Thomas E. O'Bryan, V. Susarla

Publication date: 1977

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1977.tb01278.x

zbMATH Keywords

Squared Error LossAsymptotically OptimalEmpirical Bayes EstimationUnknown DistributionBayes EnvelopeContinuous CaseNon-Identical ComponentsSequence of Independent Random Vectors

Mathematics Subject Classification ID

Bayesian inference (62F15) Compound decision problems in statistical decision theory (62C25)

Related Items (5)

On empirical bayes sequential estimation ⋮ Empirical bayes interval estimates involving uniform distributions ⋮ Assessing the performance of empirical Bayes estimators ⋮ On empirical Bayes with sequential component ⋮ The empirical Bayes rules with floating optimal sample size for exponential conditional distributions

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