On construction of consistent mixing distributions for compound decisions

DOI10.1016/J.SPL.2008.03.006zbMATH Open1147.62005OpenAlexW2033375369MaRDI QIDQ952848FDOQ952848

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
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• The Empirical Bayes Approach to Statistical Decision Problems
• Title not available (Why is that?)
• On the consistency of posterior mixtures and its applications
• On equivariance and the compound decision problem
• Construction of Sequences Estimating the Mixing Distribution

Cited In (2)

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

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