Asymptotic Solutions of the Compound Decision Problem for Two Completely Specified Distributions

DOI10.1214/AOMS/1177728591MaRDI QIDQ5848584zbMATH OpenOpenAlexFDO

Authors James Francis Hannan, Herbert Robbins

Publication date 1955

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177728591

zbMATH Keywords

statistics

Cited in

(15)

• Empirical Bayes stock market portfolios
• Sequence-compound estimation in scale-exponential families and speed of convergence
• Robbins, empirical Bayes and microarrays
• Compound decision theory and empirical Bayes methods
• Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments
• Comment: Empirical Bayes interval estimation
• Comment: Empirical Bayes, compound decisions and exchangeability
• On the empirical Bayes procedure. I
• Discrete compound decision problem
• Identification and Prediction
• Reply to: Comments on ``Invidious comparisons: ranking and selection as compound decisions
• Asymptotic mutual information in quadratic estimation problems over compact groups
• A frequentist local false discovery rate
• Approximate independence of permutation mixtures
• A conversation with James Hannan

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