The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics

DOI10.1016/S0378-3758(00)00198-1zbMath0965.62004MaRDI QIDQ5928951

Pranab Kumar Sen

Publication date: 31 July 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00198-1

zbMATH Keywords

robustness; adaptive estimator; asymptotic (first-order) representation; Bayes factor; generalized Pitman-closeness; quadratic risk; Stein-rule estimators; Zellner's g-prior

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G05: Nonparametric estimation

62C12: Empirical decision procedures; empirical Bayes procedures

Related Items

Contiguity and irreconcilable nonstandard asymptotics of statistical tests, Pitman closeness of sample median to population median

Cites Work

• Functional jackknifing: Rationality and general asymptotics
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• A james-stein type detour of U-statistics
• On sequentially adaptive signed-rank statistics
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• A Class of Statistics with Asymptotically Normal Distribution
• On the Asymptotic Distribution of Differentiable Statistical Functions
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