Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space
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Publication:1323144
DOI10.1016/0047-259X(94)80006-HzbMath0797.62005MaRDI QIDQ1323144
Publication date: 16 October 1994
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Gaussian distributionasymptotic optimalityempirical Bayes rulesestimation of the meanmixing hyperpriormixture of i.i.d. priorsfull supportreal, separable, infinite-dimensional Hilbert spacesequence of Bayes compound estimatorsweighted squared-error-loss
Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15) Compound decision problems in statistical decision theory (62C25)
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Cites Work
- A note on Bayes empirical Bayes estimation by means of Dirichlet processes
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- The Topological Support of Gauss Measure on Hilbert Space
- A Note on Robbins' Compound Decision Procedure
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