The empirical Bayes rules with floating optimal sample size for exponential conditional distributions

DOI10.1007/BF02481100zbMATH Open0583.62008MaRDI QIDQ1069224FDOQ1069224

Pekka Laippala

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic optimalitymultiple decision problemBayes risksexponential conditional distributionempirical Bayes floating optimal sample sizehypotheses-testing problemobservation costs

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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• Remarks on Some Nonparametric Estimates of a Density Function
• On Estimation of a Probability Density Function and Mode
• Statistical decision theory. Foundations, concepts, and methods
• The Empirical Bayes Approach to Statistical Decision Problems
• On the empirical Bayes approach to multiple decision problems
• Some empirical Bayes results in the case of component problems with varying sample sizes for discrete exponential families
• Rates of convergence in a modified empirical bayes estimation problem involving poisson distributions
• Empirical Bayes estimation of the binomial parameter
• EMPIRICAL BAYES ESTIMATION WITH NON-IDENTICAL COMPONENTS. CONTINUOUS CASE.
• An Empirical Bayes Approach to the Testing of Certain Parametric Hypotheses
• The Empirical Bayes Approach to Testing Statistical Hypotheses

Cited In (4)

• Empirical Bayes sequential estimation fro exponential families: the untruncated component
• On the empirical Bayes approach to multiple decision problems with sequential components
• On empirical Bayes with sequential component
• Empirical bayes sequential estimation of the mean

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