On the bounded regret of empirical bayes estimators

DOI10.1080/03610928608829257zbMath0613.62043OpenAlexW1970489247MaRDI QIDQ4720555

Yu, Kai Fun

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829257

zbMATH Keywords

empirical Bayes estimatorscumulative regretlinear Bayes estimators

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

A linear regression with unobserved dependent variables

Cites Work

• Conjugate priors for exponential families
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

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