On equivariance and the compound decision problem
type: Item
instance of: scholarly article
title: On equivariance and the compound decision problem
zbMATH Open document ID: 0797.62006
author: Mostafa Mashayekhi
published in: The Annals of Statistics
publication date: 1994-10-25T00:00:00Z
Mathematics Subject Classification ID: 62C25
Mathematics Subject Classification ID: 62A01
zbMATH DE Number: 444778
zbMATH Keywords: \(L1\)-consistency
zbMATH Keywords: delete bootstrap
zbMATH Keywords: equivariance
zbMATH Keywords: restricted component risk
zbMATH Keywords: norm compact set of mutually absolutely continuous probability measures
zbMATH Keywords: symmetrization of product measures
zbMATH Keywords: uniform convergence to zero
zbMATH Keywords: simple envelope
zbMATH Keywords: equivariant envelope
zbMATH Keywords: admissible asymptotically optimal solutions
zbMATH Keywords: compound estimation problem
zbMATH Keywords: exponential family
zbMATH Keywords: squared error loss
zbMATH Keywords: squared error loss estimation of continuous functions
zbMATH Keywords: finite action space problems
zbMATH Keywords: continuous loss functions
zbMATH Keywords: asymptotic excess compound risk of Bayes compound rules
zbMATH Keywords: asymptotic optimality
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176349147
OpenAlex ID: W2078002559
DOI: 10.1214/AOS/1176349147
description: scientific article; zbMATH DE number 444778