On empirical Bayes with sequential component

DOI10.1007/BF00053965zbMath0681.62013OpenAlexW1989004291MaRDI QIDQ1823573

Dennis C. Gilliland, Rohana J. Karunamuni

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1007/bf00053965

zbMATH Keywords

empirical Bayesasymptotic optimalitysequential componentcomponent sampling proceduresfloating optimal sample size

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

On empirical bayes sequential estimation ⋮ Empirical Bayes sequential estimation fro exponential families: the untruncated component ⋮ Empirical bayes sequential estimation of the mean ⋮ On the empirical Bayes approach to multiple decision problems with sequential components

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• The empirical Bayes rules with floating optimal sample size for exponential conditional distributions
• Some empirical Bayes results in the case of component problems with varying sample sizes for discrete exponential families
• Rates of convergence in a modified empirical bayes estimation problem involving poisson distributions
• EMPIRICAL BAYES ESTIMATION WITH NON-IDENTICAL COMPONENTS. CONTINUOUS CASE.
• The Empirical Bayes Approach to Statistical Decision Problems
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