Empirical bayes methods in sequential estimation

DOI10.1080/07474948708836120zbMath0628.62081OpenAlexW2037928913MaRDI QIDQ3765075

Adam T. Martinsek

Publication date: 1987

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948708836120

zbMATH Keywords

uniform integrabilitymartingalestopping ruleBayes riskdeficiencysubmartingaleauxiliary dataasymptotically non-deficientempirical Bayes sequential point estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Empirical decision procedures; empirical Bayes procedures (62C12) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cites Work

• Some thoughts on empirical Bayes estimation
• Bayesian sequential estimation
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Parametric Empirical Bayes Inference: Theory and Applications
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• An Approximation to the Quotient of Gamma Function
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