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

zbMATH Open1173.62002MaRDI QIDQ3605318FDOQ3605318

Authors: Roxana Ciumara 

Publication date: 23 February 2009

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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)

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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