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Asymptotic Solutions of the Compound Decision Problem for Two Completely Specified Distributions

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Publication:5848584
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DOI10.1214/aoms/1177728591zbMath0064.38703OpenAlexW1996615332MaRDI QIDQ5848584

Herbert Robbins, James Hannan

Publication date: 1955

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177728591


zbMATH Keywords

statistics



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Empirical Bayes stock market portfolios ⋮ Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments ⋮ A conversation with James Hannan ⋮ Robbins, empirical Bayes and microarrays ⋮ Compound decision theory and empirical Bayes methods ⋮ Sequence-compound estimation in scale-exponential families and speed of convergence ⋮ On the empirical Bayes procedure. I ⋮ Discrete compound decision problem ⋮ Comment: Empirical Bayes interval estimation ⋮ Comment: Empirical Bayes, compound decisions and exchangeability ⋮ Identification and Prediction




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