On constructing sequences estimating the mixing distribution with applications

DOI10.1080/03610919008812883MaRDI QIDQ3357347zbMATH OpenOpenAlexFDO

Authors Robert F. Phillips

Publication date 1990

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919008812883

zbMATH Keywords

Chebyshev normdensity estimateslinear programmingmixing distributionmixturenonparametric empirical Bayes estimatessimulationsupremum normweak convergence

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of mathematical programming (90C90)

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Cites work

• Construction of Sequences Estimating the Mixing Distribution
• Empirical bayes estimates using the nonparametric maximum likelihood estimate for the priort
• Estimation of a mixing distribution function
• Mixtures of exponential distributions
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Some thoughts on empirical Bayes estimation
• Statistical analysis of finite mixture distributions
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• The Empirical Bayes Approach to Statistical Decision Problems
• The geometry of mixture likelihoods, part II: The exponential family
• The geometry of mixture likelihoods: A general theory

Cited in

(9)

• Estimation of the mixing distribution for a normal mean with applications to the compound decision problem
• Minimum Hellinger distance estimation for Poisson mixtures.
• Constructions of random distributions via sequential barycenters
• A note on estimation of variance for \(\rho\)-mixing sequences
• scientific article; zbMATH DE number 440732 (Why is no real title available?)
• scientific article; zbMATH DE number 4174121 (Why is no real title available?)
• scientific article; zbMATH DE number 868155 (Why is no real title available?)
• On the Gaussianity of Kolmogorov Complexity of Mixing Sequences
• On construction of consistent mixing distributions for compound decisions

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