Empirical bayes methods in sequential estimation
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Publication:3765075
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Cites work
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- A.P.O. rules are asymptotically non deficient for estimation with squared error loss
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- Bayesian sequential estimation
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Cited in
(31)- Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
- Sequential estimation of parameters by the method of proxy distributions
- scientific article; zbMATH DE number 3901855 (Why is no real title available?)
- Turing’s anticipation of empirical bayes in connection with the cryptanalysis of the naval enigma*
- Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series
- Improved estimation of the generalized precision under the squared loss
- Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation
- Empirical Bayes sequential estimation fro exponential families: the untruncated component
- Nondifferentiable errors in beta-compliance integrated logistic models
- The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution
- Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population
- Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
- On empirical bayes sequential estimation
- A robust two-stage procedure for the Poisson process under the linear exponential loss function
- Two-stage approach to Bayes sequential estimation in the exponential distribution
- Bayesian priors in sequential binomial design
- A robust two-stage procedure in Bayes sequential estimation of a particular exponential family
- Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches
- Asymptotically optimal procedures in multivariate Bayesian sequential estimation
- Sequential estimation in regression models using analogues of trimmed means
- On the empirical Bayes approach to multiple decision problems with sequential components
- A. P. O. rules in hierarchical and empirical bayes models
- Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
- ON EMPIRICAL BAYES STOPPING TIMES
- Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases
- Bayesian methods for repeated measures
- Second-order approximations of a robust sequential procedure in Bayes sequential estimation
- A bayesian approach to sequential estimation without using the
- Bayes sequential estimation for a Poisson process under a LINEX loss function
- Empirical bayes sequential estimation of the mean
- An interval estimation procedure with deterministic stopping rule in Bayes sequential interval estimation
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