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

DOI10.1080/00949657808810195zbMATH Open0377.62006OpenAlexW2015487626MaRDI QIDQ4155671FDOQ4155671

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

• The Empirical Bayes Approach to Statistical Decision Problems
• Title not available (Why is that?)
• Asymptotic solutions to the two state component compoud decision problem, Bayes versus diffuse priors on proportions
• The Sequential Compound Decision Problem with $m \times n$ Finite Loss Matrix
• On an Extended Compound Decision Problem
• Two Breakthroughs in the Theory of Statistical Decision Making
• Optimal linear estimators: an empirical Bayes version with application to the binomial distribution
• Asymptotic Solutions of the Sequential Compound Decision Problem
• Title not available (Why is that?)
• The performance of established and modified compound decision rules
• A smooth empirlcal bayes estimator for the mean of a multivariate normal distribution
• An empirical Bayes rule for testing simple hypothesis against simple alternative

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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