Empirical Bayes with a changing prior

DOI10.1214/AOS/1176346722zbMath0544.62007OpenAlexW1964724631MaRDI QIDQ5896395

M. K. Mara, John J. Deely

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346722

zbMATH Keywords

empirical Bayesrates of convergencesquared error lossasymptotic optimalityone-parameter exponential familychanging priormodified empirical density estimatesmodified optimality criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Asymptotic properties of parametric tests (62F05) Compound decision problems in statistical decision theory (62C25)

Related Items (1)

Marginal likelihood estimation in semiblind image deconvolution: a stochastic approximation approach

This page was built for publication: Empirical Bayes with a changing prior