Bounds for robust maximum likelihood and posterior consistency in compound mixture state experiments

DOI10.1016/S0167-7152(98)00158-8zbMath1130.62315OpenAlexW1974426699MaRDI QIDQ1304094

Suman Majumdar, Dennis C. Gilliland

Publication date: 11 November 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00158-8

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

A conversation with James Hannan ⋮ Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments ⋮ A Bayes Empirical Bayes Decision Rule for Classification ⋮ Bayes Empirical Bayes Classification of Components Using Masked Data

Cites Work

• Unnamed Item
• On equivariance and the compound decision problem
• On the consistency of posterior mixtures and its applications
• Asymptotic optimality of Bayes compound estimators in compact exponential families
• Asymptotic solutions to the two state component compoud decision problem, Bayes versus diffuse priors on proportions
• Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments
• Probability Inequalities for Sums of Bounded Random Variables
• A Stability of Symmetrization of Product Measures with Few Distinct Factors

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