Empirical Bayes estimation for the scale parameter with errors in variables

MaRDI QIDQ717322zbMATH OpenFDO

Authors Li-Chun Wang, Laisheng Wei

Publication date 29 September 2011

Published in Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic optimality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cited in

(9)

• Bayesian instrumental variable estimation in linear measurement error models
• Empirical Bayes estimation of scale parameter under Stein loss with contaminated data
• Asymptotically optimal empirical Bayes decision
• Empirical Bayes scaling of Gaussian priors in the white noise model
• Empirical Bayes estimation for linear exponential distribution with contaminated data
• A Proposal for Informative Default Priors Scaled by the Standard Error of Estimates
• Bayes empirical Bayes estimation for scale parameter
• On empirical Bayes estimation in the location family
• Estimation of Standard Errors of Empirical Bayes Estimators in Capm-Type Models

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