On the lower bounds for mean square error of empirical Bayes estimators

DOI10.1007/BF02368737MaRDI QIDQ1947747zbMATH OpenFDO

Authors M. Ya. Penskaya

Publication date 26 April 2013

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Mathematics Subject Classification ID

Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cites work

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• scientific article; zbMATH DE number 3381668 (Why is no real title available?)
• Bayes empirical Bayes estimation for natural exponential families with quadratic variance functions
• Empirical Bayes estimation
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Empirical Bayes estimation of the scale parameter in a Pareto distribution
• Empirical Bayes with rates and best rates of convergence in \(u(x)C(\Theta)exp(-x/{\Theta})\)-family: estimation case
• On Estimation of a Probability Density Function and Mode
• On the optimal rates of convergence for nonparametric deconvolution problems
• Rates of risk convergence of empirical linear Bayes estimators

Cited in

(5)

• Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study
• Performance of the empirical Bayes estimator for fixed parameters
• The lower bound for MSE in statistical prediction theory
• A lower bound for a measure of performance of an empirical Bayes estimator
• On lower bounds for errors of prior density estimators

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