On empirical bayes sequential estimation

DOI10.1080/03610928908830049zbMath0696.62340OpenAlexW2122780970MaRDI QIDQ3474131

Rohana J. Karunamuni

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830049

zbMATH Keywords

asymptotic efficiencysquared error lossasymptotic optimalityempirical Bayes estimationsequential component

Mathematics Subject Classification ID

Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12) Sequential estimation (62L12)

Related Items (4)

Empirical Bayes sequential estimation fro exponential families: the untruncated component ⋮ Empirical bayes sequential estimation of the mean ⋮ A bayesian approach to sequential estimation without using the ⋮ On the empirical Bayes approach to multiple decision problems with sequential components

Cites Work

• Some thoughts on empirical Bayes estimation
• Convergence rates for empirical Bayes estimation in the uniform U(0,\(\theta\) ) distribution
• Rates of convergence in empirical Bayes estimation problems: Continuous case
• Rates of convergence in empirical Bayes estimation problems: Discrete case
• Empirical Bayes estimation with convergence rates in noncontinuous Lebesgue exponential families
• Estimation of a mixing distribution function
• Solutions to empirical Bayes squared error loss estimation problems
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• On empirical Bayes with sequential component
• On empirical Bayes testing with sequential components
• EMPIRICAL BAYES ESTIMATION WITH NON-IDENTICAL COMPONENTS. CONTINUOUS CASE.
• Monotone empirical Bayes estimators for the continuous one‐parameter exponential family
• On the Estimation of Mixing Distributions
• The Empirical Bayes Approach to Statistical Decision Problems
• Smooth empirical Bayes estimation for one-parameter discrete distributions
• Smooth empirical Bayes estimation for continuous distributions
• Estimating the Empiric Distribution Function of Certain Parameter Sequences
• The Empirical Bayes Approach to Testing Statistical Hypotheses

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