Rates of risk convergence of empirical linear Bayes estimators
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Publication:4025277
DOI10.1080/03461238.1992.10413899zbMath0755.62078OpenAlexW2333524642MaRDI QIDQ4025277
Publication date: 18 February 1993
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1992.10413899
mean square errorasymptotic optimalityhierarchical modelsempirical linear Bayes estimatorrandom coefficient regression modelrisk convergence
Applications of statistics to actuarial sciences and financial mathematics (62P05) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items (3)
On the lower bounds for mean square error of empirical Bayes estimators ⋮ On asymptotic optimality in empirical Bayes credibility. ⋮ Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality
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