A lower bound for a measure of performance of an empirical Bayes estimator

MaRDI QIDQ3605318zbMATH OpenFDO

Authors Roxana Ciumara

Publication date 23 February 2009

zbMATH Keywords

rate of convergencemeasure of performance

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cited in

(3)

• Assessing the performance of empirical Bayes estimators
• On the lower bounds for mean square error of empirical Bayes estimators
• Convergence rates in empirical Bayes problems with a weighted squared-error loss. The Pareto distribution case

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