Empirical bayes methods in sequential estimation
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Cites work
- A.P.O. rules are asymptotically non deficient for estimation with squared error loss
- An Approximation to the Quotient of Gamma Function
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Bayesian sequential estimation
- scientific article; zbMATH DE number 3620754 (Why is no real title available?)
- scientific article; zbMATH DE number 3340845 (Why is no real title available?)
- scientific article; zbMATH DE number 3369559 (Why is no real title available?)
- Parametric Empirical Bayes Inference: Theory and Applications
- Some thoughts on empirical Bayes estimation
Cited in
(32)- Two-stage approach to Bayes sequential estimation in the exponential distribution
- Empirical Bayes sequential estimation fro exponential families: the untruncated component
- 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
- Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series
- Bayesian priors in sequential binomial design
- Bayesian methods for repeated measures
- Bayes sequential estimation for a Poisson process under a LINEX loss function
- On empirical bayes sequential estimation
- ON EMPIRICAL BAYES STOPPING TIMES
- scientific article; zbMATH DE number 3901855 (Why is no real title available?)
- Sequential estimation of parameters by the method of proxy distributions
- Empirical bayes sequential estimation of the mean
- Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases
- Improved estimation of the generalized precision under the squared loss
- The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution
- Nondifferentiable errors in beta-compliance integrated logistic models
- A bayesian approach to sequential estimation without using the
- Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population
- scientific article; zbMATH DE number 1461225 (Why is no real title available?)
- Turing’s anticipation of empirical bayes in connection with the cryptanalysis of the naval enigma*
- Asymptotically optimal procedures in multivariate Bayesian sequential estimation
- A. P. O. rules in hierarchical and empirical bayes models
- Second-order approximations of a robust sequential procedure in Bayes sequential estimation
- Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation
- An interval estimation procedure with deterministic stopping rule in Bayes sequential interval estimation
- Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
- Sequential estimation in regression models using analogues of trimmed means
- On the empirical Bayes approach to multiple decision problems with sequential components
- Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches
- Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
- Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
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