Solutions to empirical Bayes squared error loss estimation problems

DOI10.1214/AOS/1176344258MaRDI QIDQ1246949zbMATH OpenOpenAlexFDO

Authors Richard J. Fox

Publication date 1978

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

Full work available at URL https://doi.org/10.1214/aos/1176344258

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10) Compound decision problems in statistical decision theory (62C25)

Cited in

(16)

• One-sided empirical Bayes test for location parameter in Gamma distribution
• Convergence Rates of Empirical Bayes Estimation for the Parameter of the Uniform DistributionU(0, θ) Under Random Censorship
• On empirical Bayes estimation in the location family
• On empirical bayes sequential estimation
• Two-sided empirical Bayes test for location parameter in the gamma distribution
• Estimation of prior distribution and empirical Bayes estimation in a nonexponential family
• Empirical Bayes rules for selecting good populations
• Empirical Bayes estimation of the scale parameter in a Pareto distribution
• Maximal deviation theory of some estimators of prior distribution functions
• A rate of convergence for the set compound estimation in a family of certain retracted distributions
• An empirical bayes procedure for testing a truncation parameter
• Empirical Bayes estimation for truncation parameters
• Empirical Bayes estimation for uniform distributions with random right censoring
• Empirical Bayes linear loss hypothesis testing in a non-regular exponential family
• Empirical bayes estimation with non-identical components
• On Empirical Bayes Testing for a Location Parameter in a Shifted Gamma Distribution

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