The asymptotically pointwise optimal testing rule and its competitors – an empirical bayes approach

DOI10.1080/07474949308836281zbMath0792.62068OpenAlexW2085454452MaRDI QIDQ4293731

Rohana J. Karunamuni

Publication date: 7 July 1994

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

Full work available at URL: https://doi.org/10.1080/07474949308836281

zbMATH Keywords

Bayes risksstopping ruledominationempirical Bayes approachlinear loss two-action problemasymptotically pointwise optimal proceduresfixed cost per unit sample

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• Unnamed Item
• Statistical decision theory and Bayesian analysis. 2nd ed
• On empirical Bayes testing with sequential components
• Empirical Bayes Estimation in Finite Population Sampling
• The Empirical Bayes Approach to Statistical Decision Problems
• Bayes and Minimax Solutions of Sequential Decision Problems

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