On the lower bounds for mean square error of empirical Bayes estimators

DOI10.1007/BF02368737zbMath1284.62089MaRDI QIDQ1947747

M. Ya. Penskaya

Publication date: 26 April 2013

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Mathematics Subject Classification ID

Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study

Cites Work

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• Empirical Bayes estimation of the scale parameter in a Pareto distribution
• Rates of risk convergence of empirical linear Bayes estimators
• On Estimation of a Probability Density Function and Mode

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