On the empirical Bayes approach to multiple decision problems with sequential components

DOI10.1007/BF02481142zbMATH Open0722.62006MaRDI QIDQ756310FDOQ756310

Authors: Rohana J. Karunamuni 

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

Asymptotic resultsasymptotic risk equivalenceasymptotic superiorityconvergence of the Bayes riskempirical Bayes m-truncated sequential decision proceduremultiple decision problemssequential componentstopping rule functionterminal decision rule function

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
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• The Empirical Bayes Approach to Statistical Decision Problems
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case
• The empirical Bayes rules with floating optimal sample size for exponential conditional distributions
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• On the empirical Bayes approach to multiple decision problems
• On empirical Bayes with sequential component
• On empirical Bayes testing with sequential components
• On empirical bayes sequential estimation
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• Title not available (Why is that?)
• Title not available (Why is that?)
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• On the empirical Bayes approach to multiple decision problems with sequential components

Cited In (8)

• Empirical Bayes sequential estimation fro exponential families: the untruncated component
• On empirical bayes sequential estimation
• Title not available (Why is that?)
• On the empirical Bayes approach to multiple decision problems with sequential components
• Choosing between two unknown intervals: an empirical bayes testing approach to a classification problem
• Title not available (Why is that?)
• ON EMPIRICAL BAYES STOPPING TIMES
• Empirical bayes sequential estimation of the mean

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