A rate of convergence for the set compound estimation in a family of certain retracted distributions

DOI10.1007/BF02481025zbMath0494.62047MaRDI QIDQ1169222

Yoshiko Nogami

Publication date: 1982

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

zbMATH Keywords

rate of convergenceBayes risksempirical distributiontruncated distributionsLevy distancecompound squared-error loss estimation problemconsistency of modified regretLevy consistency of estimationsretracted distributionsset compound estimationupper bound for convergence of modified regret

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Compound decision problems in statistical decision theory (62C25)

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Cites Work

• The set-compound one-stage estimation in the nonregular family of distributions over the interval \([\theta,\theta+1)\)
• Solutions to empirical Bayes squared error loss estimation problems
• Probability Inequalities for Sums of Bounded Random Variables
• Estimating the Empiric Distribution Function of Certain Parameter Sequences
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