A.P.O. Rules in hierarchical bayes regression models
From MaRDI portal
Publication:4855202
DOI10.1080/07474949508836323zbMath0833.62073MaRDI QIDQ4855202
Malay Ghosh, Robert M. Hoekstra
Publication date: 20 March 1996
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949508836323
empirical Bayes; sequential regression; multiparameter estimation; asymptotic pointwise optimality; Bayes stopping rules; asymptotic non- deficiency; hierarchical Bayes regression models
62C10: Bayesian problems; characterization of Bayes procedures
62L10: Sequential statistical analysis
62L12: Sequential estimation
Related Items
Asymptotically pointwise optimal allocation rules in Bayes sequential estimation, Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference, Two-stage approach to Bayes sequential estimation in the exponential distribution, A robust two-stage procedure in Bayes sequential estimation of a particular exponential family, ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS, Bayes sequential estimation for a Poisson process under a LINEX loss function, A simulation study of stopping times in bayesian sequential multiparameter estimation
Cites Work
- On asymptotically optimal sequential Bayes interval estimation procedures
- A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior
- A Frequentistic Approach to Sequential Estimation in the General Linear Model
- A.P.O. rules are asymptotically non deficient for estimation with squared error loss
- A. P. O. rules in hierarchical and empirical bayes models
- Some contributions to the asymptotic theory of Bayes solutions
- On an A.P.O. Rule in Sequential Estimation with Quadratic Loss
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Linear Statistical Inference and its Applications