On the risk performance of extended sequence compound rules for classification between N(–1, 1) and N(1, 1)†

DOI10.1080/00949657808810195MaRDI QIDQ4155671zbMATH OpenOpenAlexFDO

Authors Robert John Ballard, Dennis C. Gilliland

Publication date 1978

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657808810195

Mathematics Subject Classification ID

Compound decision problems in statistical decision theory (62C25)

Cites work

• scientific article; zbMATH DE number 3388392 (Why is no real title available?)
• scientific article; zbMATH DE number 3068128 (Why is no real title available?)
• A smooth empirlcal bayes estimator for the mean of a multivariate normal distribution
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• On an Extended Compound Decision Problem
• Optimal linear estimators: an empirical Bayes version with application to the binomial distribution
• The Empirical Bayes Approach to Statistical Decision Problems
• The Sequential Compound Decision Problem with $m \times n$ Finite Loss Matrix
• The performance of established and modified compound decision rules
• Two Breakthroughs in the Theory of Statistical Decision Making

Cited in

(2)

• Admissible solutions of k-extended finite state set and sequence compound decision problems
• On the smallNPerformance of bootstrap and bayes extended and unextended set compound rules for classification betweenN( -1,1)andN(1,1)†

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