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December, 1982 Bayes Empirical Bayes: Finite Parameter Case
Dennis C. Gilliland, John E. Boyer Jr, How Jan Tsao
Ann. Statist. 10(4): 1277-1282 (December, 1982). DOI: 10.1214/aos/1176345993

Abstract

Since Robbins (1956), a large literature has evolved treating the empirical Bayes formulation of a sequence of decision problems. In this paper we look at the formulation and the asymptotic optimality criterion as a classical iid problem and a consistency property. With this point of view and the finite state component problem, we evoke classical results on Bayes procedures to prove a complete class theorem and to establish the asymptotic optimality of Bayes empirical Bayes procedures.

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Dennis C. Gilliland. John E. Boyer Jr. How Jan Tsao. "Bayes Empirical Bayes: Finite Parameter Case." Ann. Statist. 10 (4) 1277 - 1282, December, 1982. https://doi.org/10.1214/aos/1176345993

Information

Published: December, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0503.62011
MathSciNet: MR673663
Digital Object Identifier: 10.1214/aos/1176345993

Subjects:
Primary: 62C10
Secondary: 62C25

Keywords: asymptotic optimality , Bayes , Bayes empirical Bayes , complete class , consistency

Rights: Copyright © 1982 Institute of Mathematical Statistics

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Vol.10 • No. 4 • December, 1982
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