On construction of consistent mixing distributions for compound decisions

DOI10.1016/J.SPL.2008.03.006MaRDI QIDQ952848zbMATH OpenOpenAlexFDO

Authors Mostafa Mashayekhi

Publication date 14 November 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.03.006

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Compound decision problems in statistical decision theory (62C25)

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Cites work

• scientific article; zbMATH DE number 3890493 (Why is no real title available?)
• scientific article; zbMATH DE number 3124366 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• Construction of Sequences Estimating the Mixing Distribution
• On equivariance and the compound decision problem
• On the consistency of posterior mixtures and its applications
• The Empirical Bayes Approach to Statistical Decision Problems

Cited in

(2)

• Consistent aggregation of simply scalable families of choice probabilities
• Estimation of the mixing distribution for a normal mean with applications to the compound decision problem

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