Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case

DOI10.2307/2284231MaRDI QIDQ5637726zbMATHOpenAlexFDO

Authors Bradley Efron, Carl Morris

Publication date 1971

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2284231

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cited in

(38)

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• Bayes/frequentist compromise decision rules for Gaussian sampling.
• Biased versus unbiased estimation
• A variable selection proposal for multiple linear regression analysis
• Compromise between generalized bayes and bayes estimators of poisson means under entropy loss
• Protection against outliers in empirical bayes estimation
• Multivariate limited translation hierarchical Bayes estimators
• Restricted risk Bayes estimation for the mean of the multivariate normal distribution
• A geometrical explanation of Stein shrinkage
• An empirical Bayes procedure for the selection of Gaussian graphical models
• Asymptotic results in robust quasi-Bayesian estimation
• Limited deviation estimators of the Poisson parameter
• What are the Most Important Statistical Ideas of the Past 50 Years?
• The stein effect and bayesian analysis: a reexamination
• Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision
• Non-minimaxity of debiased shrinkage estimators
• Statistical significance of the Netflix challenge
• Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
• Compromise designs in heteroscedastic linear models
• Bayes and empirical Bayes methods for reduced rank regression models in matched case-control studies
• Exact and efficient inference for partial Bayes problems
• Bayesian input in Stein estimation and a new minimax empirical Bayes estimator

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