On empirical Bayes with sequential component

DOI10.1007/BF00053965MaRDI QIDQ1823573zbMATH OpenOpenAlexFDO

Authors Dennis C. Gilliland, Rohana J. Karunamuni

Publication date 1988

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00053965

zbMATH Keywords

asymptotic optimalitycomponent sampling proceduresempirical Bayesfloating optimal sample sizesequential component

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12)

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Cites work

• EMPIRICAL BAYES ESTIMATION WITH NON-IDENTICAL COMPONENTS. CONTINUOUS CASE.
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• Rates of convergence in a modified empirical bayes estimation problem involving poisson distributions
• Some empirical Bayes results in the case of component problems with varying sample sizes for discrete exponential families
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Empirical Bayes Approach to Statistical Decision Problems
• The empirical Bayes rules with floating optimal sample size for exponential conditional distributions

Cited in

(5)

• Empirical Bayes sequential estimation fro exponential families: the untruncated component
• On empirical bayes sequential estimation
• Empirical bayes methods in sequential estimation
• Empirical bayes sequential estimation of the mean
• On the empirical Bayes approach to multiple decision problems with sequential components

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