Empirical Bayes sequential estimation fro exponential families: the untruncated component

DOI10.1007/BF00052329zbMath1121.62555MaRDI QIDQ1373260

Rohana J. Karunamuni

Publication date: 18 November 1997

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

zbMATH Keywords

asymptotically pointwise optimalasymptotically optimalsequential componentsEmpirical Bayes estimation

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Sequential estimation (62L12)

Related Items (5)

Empirical Bayes Sequential Estimation of Binomial Probabilities ⋮ Two-stage approach to Bayes sequential estimation in the exponential distribution ⋮ A bayesian approach to sequential estimation without using the ⋮ Asymptotically pointwise optimal allocation rules in Bayes sequential estimation ⋮ Second-order approximations of a robust sequential procedure in Bayes sequential estimation

Cites Work

• On the empirical Bayes approach to multiple decision problems with sequential components
• Statistical decision theory and Bayesian analysis. 2nd ed
• The empirical Bayes rules with floating optimal sample size for exponential conditional distributions
• Conjugate priors for exponential families
• On empirical Bayes with sequential component
• On empirical Bayes testing with sequential components
• On empirical bayes sequential estimation
• Empirical bayes methods in sequential estimation
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Bayesian Sequential Estimation for One-Parameter Exponential Families
• A. P. O. rules in hierarchical and empirical bayes models
• Parametric Empirical Bayes Inference: Theory and Applications
• The Empirical Bayes Approach to Statistical Decision Problems
• On an A.P.O. Rule in Sequential Estimation with Quadratic Loss
• The Empirical Bayes Approach to Testing Statistical Hypotheses
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