Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments
DOI10.1214/aos/1033066206zbMath0853.62012OpenAlexW2047789142MaRDI QIDQ1922403
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
consistencyHilbert spaceGaussian processsquared error lossasymptotic optimalityadmissibilityqualitative robustnessadmissible compound decision rulescomponent Bayes estimatorfull support hyperprior mixtureHilbert-parametrized Gaussian shift experiment
Robustness and adaptive procedures (parametric inference) (62F35) Admissibility in statistical decision theory (62C15) Compound decision problems in statistical decision theory (62C25)
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Cites Work
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