Estimation of the mixing distribution for a normal mean with applications to the compound decision problem
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Publication:1107915
DOI10.1214/aos/1176351056zbMath0653.62008MaRDI QIDQ1107915
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176351056
consistency; density estimation; mixing distribution; asymptotically optimal; Bayes risk; marginal density; normal mean; location parameter families; average compound risk; derivative estimates; empirical Bayes rules; quadratic loss mean estimation; small-sample simulation results
62C12: Empirical decision procedures; empirical Bayes procedures
62C25: Compound decision problems in statistical decision theory