A.P.O. Rules in hierarchical bayes regression models

DOI10.1080/07474949508836323zbMath0833.62073OpenAlexW2074244749MaRDI QIDQ4855202

Robert M. Hoekstra, Malay Ghosh

Publication date: 20 March 1996

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

Full work available at URL: https://doi.org/10.1080/07474949508836323

zbMATH Keywords

empirical Bayessequential regressionmultiparameter estimationasymptotic pointwise optimalityBayes stopping rulesasymptotic non- deficiencyhierarchical Bayes regression models

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Related Items

Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation ⋮ Two-stage approach to Bayes sequential estimation in the exponential distribution ⋮ Asymptotically optimal procedures in multivariate Bayesian sequential estimation ⋮ Asymptotically pointwise optimal allocation rules in Bayes sequential estimation ⋮ ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS ⋮ A robust two-stage procedure in Bayes sequential estimation of a particular exponential family ⋮ A robust two-stage procedure for the Poisson process under the linear exponential loss function ⋮ Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference ⋮ A simulation study of stopping times in bayesian sequential multiparameter estimation ⋮ Bayes sequential estimation for a Poisson process under a LINEX loss function

Cites Work

• On asymptotically optimal sequential Bayes interval estimation procedures
• A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior
• A Frequentistic Approach to Sequential Estimation in the General Linear Model
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• A. P. O. rules in hierarchical and empirical bayes models
• Some contributions to the asymptotic theory of Bayes solutions
• On an A.P.O. Rule in Sequential Estimation with Quadratic Loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Linear Statistical Inference and its Applications

This page was built for publication: A.P.O. Rules in hierarchical bayes regression models