Empirical Bayes estimation for the scale parameter with errors in variables

zbMATH Open1232.62024MaRDI QIDQ717322FDOQ717322

Authors: Li-Chun Wang, Laisheng Wei 

Publication date: 29 September 2011

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

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zbMATH Keywords

asymptotic optimality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Empirical decision procedures; empirical Bayes procedures (62C12)

Cited In (9)

• Bayesian instrumental variable estimation in linear measurement error models
• Asymptotically optimal empirical Bayes decision
• Empirical Bayes estimation of scale parameter under Stein loss with contaminated data
• Empirical Bayes scaling of Gaussian priors in the white noise model
• Empirical Bayes estimation for linear exponential distribution with contaminated data
• A Proposal for Informative Default Priors Scaled by the Standard Error of Estimates
• Bayes empirical Bayes estimation for scale parameter
• On empirical Bayes estimation in the location family
• Estimation of Standard Errors of Empirical Bayes Estimators in Capm-Type Models

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