Asymptotic optimality of hierarchical Bayes estimators and predictors

DOI10.1016/0378-3758(91)90001-UzbMath0756.62014OpenAlexW1998108901MaRDI QIDQ1193955

Gauri Sankar Datta, Malay Ghosh

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(91)90001-u

zbMATH Keywords

predictionempirical BayesBayes risksnormal linear modelasymptotic optimalityhierarchical Bayes estimationfinite population samplingsimultaneous estimation of means

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Sampling theory, sample surveys (62D05)

Related Items (1)

Small area shrinkage estimation

Cites Work

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• Minimax Bayes estimators of a multivariate normal mean
• Nonparametric empirical bayes estimation of the distribution function and the mean
• Empirical Bayes Estimation in Finite Population Sampling
• Parametric Empirical Bayes Inference: Theory and Applications
• The Empirical Bayes Approach to Statistical Decision Problems
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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