Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location

DOI10.1016/0196-8858(86)90006-0zbMath0609.62044OpenAlexW1993425024MaRDI QIDQ1086937

Chris A. J. Klaassen, Peter J. Bickel

Publication date: 1986

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0196-8858(86)90006-0

zbMATH Keywords

normal distributionfunctional modelstructural modelsefficient estimatetranslation invariant estimatoradaptive estimation of locationcompound decision theoriesRobbins' empirical BayesStone's estimate

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Empirical decision procedures; empirical Bayes procedures (62C12) Compound decision problems in statistical decision theory (62C25)

Related Items

Adaptive R-Estimation in Autoregressions, Extended linear empirical bayes estimation, Efficient estimation in some missing data problems, Asymptotic efficiency of estimates for models with incidental nuisance parameters, Local asymptotic normality for regression models with long-memory disturbance, Adaptive wavelet empirical Bayes estimation of a location or a scale parameter

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