On asymptotic optimality of bayes empirical bayes estimators

DOI10.1080/03610928708829424zbMath0627.62009OpenAlexW2013805846MaRDI QIDQ3763382

Tze Fen Li

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829424

zbMATH Keywords

asymptotic optimalitymonotone likelihood ratioBayes empirical Bayes estimatorcontinuous Kullback-Leibler information

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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• On Bayes procedures
• Some Admissible Empirical Bayes Procedures