Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments

DOI10.1214/AOS/1033066206MaRDI QIDQ1922403zbMATH OpenOpenAlexFDO

Authors Suman Majumdar

Publication date 7 January 1997

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

Full work available at URL https://doi.org/10.1214/aos/1033066206

zbMATH Keywords

admissibilityadmissible compound decision rulesasymptotic optimalitycomponent Bayes estimatorconsistencyfull support hyperprior mixtureGaussian processHilbert spaceHilbert-parametrized Gaussian shift experimentqualitative robustnesssquared error loss

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Compound decision problems in statistical decision theory (62C25) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space
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• Note on a Fundamental Relationship Between Admissible and Bayesian Decision Rules
• On equivariance and the compound decision problem
• Asymptotic efficiency of simple decisions for the compound decision problem

Cites work

• Asymptotic methods in statistical decision theory
• Asymptotic optimality of Bayes compound estimators in compact exponential families
• Asymptotic Solutions of the Compound Decision Problem for Two Completely Specified Distributions
• Asymptotic solutions to the two state component compoud decision problem, Bayes versus diffuse priors on proportions
• Asymptotically normal families of distributions and efficient estimation
• Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space
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• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• On equivariance and the compound decision problem

Cited in

(6)

• 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
• Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments
• scientific article; zbMATH DE number 4151593 (Why is no real title available?)
• Note on a Fundamental Relationship Between Admissible and Bayesian Decision Rules
• On equivariance and the compound decision problem

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