Two Breakthroughs in the Theory of Statistical Decision Making
From MaRDI portal
Publication:5340430
DOI10.2307/1402069zbMath0131.35601OpenAlexW2796325984MaRDI QIDQ5340430
Publication date: 1962
Published in: Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/cc5c8de7bbc10fe408a5928a7382b3b06f2adeb1
Related Items (18)
75 Years of Herbert Robbins: The Professional and Personal Sides ⋮ A linear regression with unobserved dependent variables ⋮ Guaranteed statistical inference procedures (determination of the optimal sample size) ⋮ An objective use of Bayesian models ⋮ On the Bayesian stability in the empirical Bayesian approach ⋮ Theory construction in psychology: The interpretation and integration of psychological data ⋮ D-guaranteed discrimination of statistical hypotheses: a review of results and unsolved problems ⋮ Compound decision theory and empirical Bayes methods ⋮ Rates of convergence in the sequence-compound squared-distance loss estimation and linear-loss two-action problems for a family of scale parameter exponential distributions ⋮ On the risk performance of extended sequence compound rules for classification between N(–1, 1) and N(1, 1)† ⋮ The Neyman-Pearson theory as decision theory, and as inference theory; with a criticism of the Lindley-Savage argument for Bayesian theory ⋮ Frequentist probability and frequentist statistics ⋮ An empirical Bayes approach to adaptive control ⋮ Shrinkage estimation in nonparametric Bayesian survival analysis: a simulation study ⋮ On the empirical Bayes procedure. I ⋮ Empirical Bayes point estimates of latent trait scores without knowledge of the trait distribution ⋮ Empirical Bayes estimation in a multiple linear regression model ⋮ An empirical Bayes rule for testing simple hypothesis against simple alternative
This page was built for publication: Two Breakthroughs in the Theory of Statistical Decision Making
