A.P.O. Rules in hierarchical bayes regression models

DOI10.1080/07474949508836323zbMath0833.62073MaRDI QIDQ4855202

Robert M. Hoekstra, Malay Ghosh

Publication date: 20 March 1996

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949508836323

zbMATH Keywords

empirical Bayes; sequential regression; multiparameter estimation; asymptotic pointwise optimality; Bayes stopping rules; asymptotic non- deficiency; hierarchical Bayes regression models

Mathematics Subject Classification ID

62C10: Bayesian problems; characterization of Bayes procedures

62L10: Sequential statistical analysis

62L12: Sequential estimation

Related Items

Asymptotically optimal procedures in multivariate Bayesian sequential estimation, Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation, Asymptotically pointwise optimal allocation rules in Bayes sequential estimation, Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference, Two-stage approach to Bayes sequential estimation in the exponential distribution, A robust two-stage procedure for the Poisson process under the linear exponential loss function, A robust two-stage procedure in Bayes sequential estimation of a particular exponential family, ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS, Bayes sequential estimation for a Poisson process under a LINEX loss function, A simulation study of stopping times in bayesian sequential multiparameter estimation

Cites Work

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