On equivariance and the compound decision problem

DOI10.1214/AOS/1176349147zbMath0797.62006OpenAlexW2078002559MaRDI QIDQ688379

Mostafa Mashayekhi

Publication date: 25 October 1994

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

Full work available at URL: https://doi.org/10.1214/aos/1176349147

zbMATH Keywords

squared error lossequivarianceexponential familyasymptotic optimality\(L1\)-consistencyadmissible asymptotically optimal solutionsasymptotic excess compound risk of Bayes compound rulescompound estimation problemcontinuous loss functionsdelete bootstrapequivariant envelopefinite action space problemsnorm compact set of mutually absolutely continuous probability measuresrestricted component risksimple envelopesquared error loss estimation of continuous functionssymmetrization of product measuresuniform convergence to zero

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Compound decision problems in statistical decision theory (62C25)

Related Items (6)

Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments ⋮ A conversation with James Hannan ⋮ Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments ⋮ On construction of consistent mixing distributions for compound decisions ⋮ Bounds for robust maximum likelihood and posterior consistency in compound mixture state experiments ⋮ Compound estimation of a monotone sequence.

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