A General Approach to Nonparametric Empirical Bayes Estimation

DOI10.1080/02331889708802574zbMath0869.62028OpenAlexW2232496872MaRDI QIDQ4337765

Marianna Pensky

Publication date: 9 September 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802574

zbMATH Keywords

convergence ratesreliabilityconditional densitiesempirical Bayes estimatorsnuclear power plant equipmentposterior quadratic risk

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Empirical decision procedures; empirical Bayes procedures (62C12) Reliability and life testing (62N05)

Related Items (14)

Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” ⋮ Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model ⋮ Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model ⋮ Extended linear empirical bayes estimation ⋮ On Evaluation of Discrete States of Hidden Markov Chain under Uncertainty Conditions ⋮ Empirical Bayes decision rule for classification on defective items in Weibull distribution ⋮ Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study ⋮ Nonparametric empirical Bayes estimation based on generalized Laguerre series ⋮ A Bayes Empirical Bayes Decision Rule for Classification ⋮ Bayes Empirical Bayes Classification of Components Using Masked Data ⋮ Stable Nonparametric Signal Filtration in Nonlinear Models ⋮ Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution ⋮ Adaptive wavelet empirical Bayes estimation of a location or a scale parameter ⋮ Empirical Bayes estimates in exponential reliability model

Cites Work

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• On the optimal rates of convergence for nonparametric deconvolution problems
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• Some thoughts on empirical Bayes estimation
• Nonparametric Bayes and empirical Bayes estimators of mean residual life at age \(t\)
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Empirical bayes estimation of the binomial parameter n
• The Empirical Bayes Approach to Statistical Decision Problems

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