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

DOI10.1214/aos/1033066206zbMath0853.62012OpenAlexW2047789142MaRDI QIDQ1922403

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

consistencyHilbert spaceGaussian processsquared error lossasymptotic optimalityadmissibilityqualitative robustnessadmissible compound decision rulescomponent Bayes estimatorfull support hyperprior mixtureHilbert-parametrized Gaussian shift experiment

Mathematics Subject Classification ID

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

Related Items (2)

Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments ⋮ Bounds for robust maximum likelihood and posterior consistency in compound mixture state experiments

Cites Work

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

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