Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case

DOI10.2307/2284231zbMath0229.62003OpenAlexW4242671927MaRDI QIDQ5637726

Efron, Bradley, Carl N. Morris

Publication date: 1971

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2284231

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (35)

What are the Most Important Statistical Ideas of the Past 50 Years? ⋮ Restricted risk Bayes estimation for the mean of the multivariate normal distribution ⋮ A geometrical explanation of Stein shrinkage ⋮ A variable selection proposal for multiple linear regression analysis ⋮ Asymptotic results in robust quasi-Bayesian estimation ⋮ The stein effect and bayesian analysis: a reexamination ⋮ Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision ⋮ Estimation of the binomial parameter, using an apriori hypothesis about its value ⋮ Wavelet thresholding for non-necessarily Gaussian noise: idealism ⋮ An Interview with Bradley Efron ⋮ Protection against outliers in empirical bayes estimation ⋮ Bayesian statistics then and now ⋮ Limited deviation estimators of the Poisson parameter ⋮ Exact and efficient inference for partial Bayes problems ⋮ An empirical Bayes testing procedure for detecting variants in analysis of next generation sequencing data ⋮ Bayes/frequentist compromise decision rules for Gaussian sampling. ⋮ A Bayesian interpretation of Whittaker-Henderson graduation ⋮ Compromise designs in heteroscedastic linear models ⋮ An empirical Bayes procedure for the selection of Gaussian graphical models ⋮ Bayes and empirical Bayes methods for reduced rank regression models in matched case‐control studies ⋮ Biased versus unbiased estimation ⋮ Multivariate limited translation empirical Bayes estimators ⋮ Robust hierarchical Bayes estimation of exchangeable means ⋮ Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators ⋮ Statistical significance of the Netflix challenge ⋮ Estimating true score in the compound binomial error model ⋮ Multivariate estimation of Poisson parameters ⋮ On some counter-counter-examples about classical inference ⋮ Estimation of two normal means which may be common ⋮ Multivariate limited translation hierarchical Bayes estimators ⋮ Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution ⋮ Robust linear mixed models for small area estimation ⋮ Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors ⋮ Compromise between generalized bayes and bayes estimators of poisson means under entropy loss ⋮ Bayesian input in Stein estimation and a new minimax empirical Bayes estimator

This page was built for publication: Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case