EMPIRICAL BAYES ESTIMATION AND UNBIASED PREDICTION THEORY

DOI10.14490/JJSS1995.30.65MaRDI QIDQ4506010zbMATH OpenOpenAlexFDO

Authors Yushan Xiao

Publication date 5 July 2001

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss1995.30.65

zbMATH Keywords

conditionally unbiased predictorempirical Bayes estimationJames-Stein estimatorunbiased predictor

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Bayesian inference (62F15)

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Cited in

(1)

• Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics.

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