Asymptotic optimality of Bayes compound estimators in compact exponential families
DOI10.1214/AOS/1176347987zbMATH Open0741.62004OpenAlexW1965319383MaRDI QIDQ1175409FDOQ1175409
Authors: 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
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sufficient conditionsweighted squared error lossasymptotic optimality of Bayes compound estimatorscompact exponential familiescompact parameter spaceinfinite state casemixing hyperpriormixture of i.i.d. priorsnonexponential
Bayesian problems; characterization of Bayes procedures (62C10) Compound decision problems in statistical decision theory (62C25)
Cited In (12)
- On equivariance and the compound decision problem
- Asymptotic optimality of the Bayes estimator on differentiable in quadratic mean models
- Compound estimation of a monotone sequence.
- Asymptotic efficiency of simple decisions for the compound decision problem
- Compound decision theory and empirical Bayes methods
- Title not available (Why is that?)
- Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space
- Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments
- A conversation with James Hannan
- Bounds for robust maximum likelihood and posterior consistency in compound mixture state experiments
- Empirical Bayes detection of a change in distribution
- Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments
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