Empirical bayes methods in sequential estimation

DOI10.1080/07474948708836120zbMATH Open0628.62081OpenAlexW2037928913MaRDI QIDQ3765075FDOQ3765075

Publication date: 1987

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948708836120

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scientific article; zbMATH DE number 962416

martingale stopping rule Bayes risk deficiency submartingale uniform integrability auxiliary data asymptotically non-deficient empirical Bayes sequential point estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Empirical decision procedures; empirical Bayes procedures (62C12) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

Title not available (Why is that?)
Parametric Empirical Bayes Inference: Theory and Applications
Title not available (Why is that?)
Some thoughts on empirical Bayes estimation
Bayesian sequential estimation
A.P.O. rules are asymptotically non deficient for estimation with squared error loss
Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
Title not available (Why is that?)
An Approximation to the Quotient of Gamma Function

Cited In (31)

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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
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