Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases

DOI10.1080/03610929208830913MaRDI QIDQ4202736zbMATH OpenOpenAlexFDO

Authors Leng-Cheng Hwang

Publication date 10 November 1993

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929208830913

zbMATH Keywords

asymptotically non-deficientBayes sequential estimation of the meanBernoulli casesempirical Bayes proceduresfixed cost per observationmartingalePoisson caseprior distributionquadratic losssubmartingaleuniform integrability

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Bayesian inference (62F15) Sequential estimation (62L12)

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Cites work

• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Bayesian sequential estimation
• Conjugate priors for exponential families
• Empirical bayes methods in sequential estimation
• scientific article; zbMATH DE number 3340845 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)

Cited in

(15)

• Bayes empirical Bayes estimation of a Poisson mean
• Two-stage approach to Bayes sequential estimation in the exponential distribution
• Empirical Bayes sequential estimation fro exponential families: the untruncated component
• Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases
• Sequential estimation of functions of p for Bernoulli trials
• Empirical bayes methods in sequential estimation
• Empirical bayes sequential estimation of the mean
• The asymptotically pointwise optimal testing rule and its competitors – an empirical bayes approach
• A bayesian approach to sequential estimation without using the
• Extended linear empirical bayes estimation
• Empirical Bayes Sequential Estimation of Binomial Probabilities
• Empirical Bayes sequential estimation of a finite population mean
• Bayes sequential estimation for one-parameter exponential family under asymmetric LINEX loss function
• A robust asymptotically optimal sequential estimation procedure for the Poisson process
• Asymptotic optimality of a two-stage procedure in Bayes sequential estimation

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