Empirical Bayes sequential estimation fro exponential families: the untruncated component
From MaRDI portal
(Redirected from Publication:1373260)
Recommendations
- Empirical bayes sequential estimation of the mean
- On empirical bayes sequential estimation
- On empirical Bayes testing with sequential components
- On the empirical Bayes approach to multiple decision problems with sequential components
- Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases
Cites work
- scientific article; zbMATH DE number 3155182 (Why is no real title available?)
- scientific article; zbMATH DE number 3934259 (Why is no real title available?)
- scientific article; zbMATH DE number 3945174 (Why is no real title available?)
- scientific article; zbMATH DE number 3984308 (Why is no real title available?)
- scientific article; zbMATH DE number 4044933 (Why is no real title available?)
- scientific article; zbMATH DE number 3714744 (Why is no real title available?)
- scientific article; zbMATH DE number 45871 (Why is no real title available?)
- scientific article; zbMATH DE number 3246773 (Why is no real title available?)
- scientific article; zbMATH DE number 3270307 (Why is no real title available?)
- scientific article; zbMATH DE number 3340845 (Why is no real title available?)
- scientific article; zbMATH DE number 3369559 (Why is no real title available?)
- scientific article; zbMATH DE number 3394474 (Why is no real title available?)
- A. P. O. rules in hierarchical and empirical bayes models
- A.P.O. rules are asymptotically non deficient for estimation with squared error loss
- Bayesian Sequential Estimation for One-Parameter Exponential Families
- Conjugate priors for exponential families
- Empirical bayes methods in sequential estimation
- On an A.P.O. Rule in Sequential Estimation with Quadratic Loss
- On empirical Bayes testing with sequential components
- On empirical Bayes with sequential component
- On empirical bayes sequential estimation
- On the empirical Bayes approach to multiple decision problems with sequential components
- Parametric Empirical Bayes Inference: Theory and Applications
- Statistical decision theory and Bayesian analysis. 2nd ed
- The Empirical Bayes Approach to Statistical Decision Problems
- The Empirical Bayes Approach to Testing Statistical Hypotheses
- The empirical Bayes rules with floating optimal sample size for exponential conditional distributions
Cited in
(8)- Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
- Two-stage approach to Bayes sequential estimation in the exponential distribution
- Empirical Bayes Sequential Estimation of Binomial Probabilities
- Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
- Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases
- Second-order approximations of a robust sequential procedure in Bayes sequential estimation
- A bayesian approach to sequential estimation without using the
- Empirical bayes sequential estimation of the mean
This page was built for publication: Empirical Bayes sequential estimation fro exponential families: the untruncated component
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1373260)