Asymptotic optimality of Bayes compound estimators in compact exponential families
From MaRDI portal
(Redirected from Publication:1175409)
Some sufficient conditions for asymptotic optimality of Bayes compound estimators in compact exponential families are given. This result is generalized to weighted squared error loss. Applications to some nonexponential situations are considered.
Recommendations
- On asymptotic optimality of bayes empirical bayes estimators
- scientific article; zbMATH DE number 3932197
- Asymptotically Optimal Bayes Tests for Composite Hypotheses
- scientific article; zbMATH DE number 976132
- scientific article; zbMATH DE number 3883407
- Asymptotically optimal empirical Bayes estimators of parameters of linear exponential distributions
- Publication:4206217
- Asymptotic optimality of hierarchical Bayes estimators and predictors
Cited in
(12)- Bounds for robust maximum likelihood and posterior consistency in compound mixture state experiments
- Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space
- Compound decision theory and empirical Bayes methods
- Empirical Bayes detection of a change in distribution
- Compound estimation of a monotone sequence.
- Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments
- Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments
- Asymptotic efficiency of simple decisions for the compound decision problem
- scientific article; zbMATH DE number 3919529 (Why is no real title available?)
- Asymptotic optimality of the Bayes estimator on differentiable in quadratic mean models
- On equivariance and the compound decision problem
- A conversation with James Hannan
This page was built for publication: Asymptotic optimality of Bayes compound estimators in compact exponential families
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1175409)