On the empirical Bayes approach to multiple decision problems with sequential components

DOI10.1007/BF02481142zbMath0722.62006MaRDI QIDQ756310

Rohana J. Karunamuni

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Asymptotic resultsasymptotic risk equivalenceasymptotic superiorityconvergence of the Bayes riskempirical Bayes m-truncated sequential decision proceduremultiple decision problemssequential componentstopping rule functionterminal decision rule function

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (3)

Empirical Bayes sequential estimation fro exponential families: the untruncated component ⋮ Choosing between two unknown intervals: an empirical bayes testing approach to a classification problem ⋮ On the empirical Bayes approach to multiple decision problems with sequential components

Cites Work

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• The Empirical Bayes Approach to Statistical Decision Problems
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case

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