Estimation of the mixing distribution for a normal mean with applications to the compound decision problem

DOI10.1214/aos/1176351056zbMath0653.62008OpenAlexW2089973628MaRDI QIDQ1107915

S. H. Smith

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176351056

zbMATH Keywords

consistencydensity estimationmixing distributionasymptotically optimalBayes riskmarginal densitynormal meanlocation parameter familiesaverage compound riskderivative estimatesempirical Bayes rulesquadratic loss mean estimationsmall-sample simulation results

Mathematics Subject Classification ID

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

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