Asymptotic optimality of Bayes compound estimators in compact exponential families

DOI10.1214/aos/1176347987zbMath0741.62004OpenAlexW1965319383MaRDI QIDQ1175409

Somnath Datta

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347987

zbMATH Keywords

sufficient conditionsweighted squared error lossasymptotic optimality of Bayes compound estimatorscompact exponential familiescompact parameter spaceinfinite state casemixing hyperpriormixture of i.i.d. priorsnonexponential

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Compound decision problems in statistical decision theory (62C25)

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Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments ⋮ A conversation with James Hannan ⋮ Compound decision theory and empirical Bayes methods ⋮ Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments ⋮ Empirical Bayes detection of a change in distribution ⋮ 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 estimation of a monotone sequence.

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