Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
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Publication:2640275
DOI10.1214/aos/1176347619zbMath0719.62043OpenAlexW2036671812MaRDI QIDQ2640275
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347619
empirical Bayesminimaxityhierarchical Bayes estimatorerror measuresBayesian posterior measureestimated accuracy and lossestimates of riskssecond-stage prior distributionsshrinkage estimation of the multivariate normal meantwo-stage priors
Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Empirical decision procedures; empirical Bayes procedures (62C12)
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