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Volumn 7, Issue 1, 1997, Pages 181-193

Empirical Bayes and compound estimation of normal means

Author keywords

Asymptotic optimality; Empirical Bayes; Minimaxity; Normal distribution; Shrinkage estimate

Indexed keywords


EID: 0031534729     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (32)

References (13)
  • 1
    • 0001736196 scopus 로고
    • Optimal rates of convergence for deconvolving a density
    • Carroll, R. J. and Hall, P. (1988). Optimal rates of convergence for deconvolving a density. J. Amer. Statist. Assoc. 83, 1184-1186.
    • (1988) J. Amer. Statist. Assoc. , vol.83 , pp. 1184-1186
    • Carroll, R.J.1    Hall, P.2
  • 3
    • 0001511234 scopus 로고
    • Estimation of the mixing distribution for a normal mean with applications to the compound decision problem
    • Edelman, D. (1987). Estimation of the mixing distribution for a normal mean with applications to the compound decision problem. Ann. Statist. 16, 1609-1622.
    • (1987) Ann. Statist. , vol.16 , pp. 1609-1622
    • Edelman, D.1
  • 4
    • 0000867838 scopus 로고
    • On the optimal rates of convergence for nonparametric deconvolution problems
    • Fan, J. (1991). On the optimal rates of convergence for nonparametric deconvolution problems. Ann. Statist. 19, 1257-1272.
    • (1991) Ann. Statist. , vol.19 , pp. 1257-1272
    • Fan, J.1
  • 5
    • 0000497169 scopus 로고
    • Minimax multiple shrinkage estimation
    • George, E. I. (1986). Minimax multiple shrinkage estimation. Ann. Statist. 14, 188-205.
    • (1986) Ann. Statist. , vol.14 , pp. 188-205
    • George, E.I.1
  • 7
    • 0000485838 scopus 로고
    • Using empirical partially Bayes inference for increased efficiency
    • Lindsay, B. G. (1985). Using empirical partially Bayes inference for increased efficiency. Ann. Statist. 13, 914-931.
    • (1985) Ann. Statist. , vol.13 , pp. 914-931
    • Lindsay, B.G.1
  • 8
    • 0011026447 scopus 로고
    • Asymptotically subminimax solutions of compound statistical decision problems
    • Univ. of California Press, Berkeley
    • Robbins, H. (1951). Asymptotically subminimax solutions of compound statistical decision problems. Proc. Second Berkeley Symp. Math. Statist. Probab. 1, 131-148. Univ. of California Press, Berkeley.
    • (1951) Proc. Second Berkeley Symp. Math. Statist. Probab. , vol.1 , pp. 131-148
    • Robbins, H.1
  • 9
    • 0000033354 scopus 로고
    • An empirical Bayes approach to statistics
    • Univ. of California Press, Berkeley
    • Robbins, H. (1956). An empirical Bayes approach to statistics. Proc. Third Berkeley Symp. Math. Statist. Probab. 1, 157-163. Univ. of California Press, Berkeley.
    • (1956) Proc. Third Berkeley Symp. Math. Statist. Probab. , vol.1 , pp. 157-163
    • Robbins, H.1
  • 10
    • 0000801059 scopus 로고
    • Some thoughts on empirical Bayes estimation
    • Robbins, H. (1983). Some thoughts on empirical Bayes estimation. Ann. Statist. 11, 713-723.
    • (1983) Ann. Statist. , vol.11 , pp. 713-723
    • Robbins, H.1
  • 11
    • 84972949113 scopus 로고
    • Deconvolvting kernel density estimators
    • Stefanski, L. A. and Carroll, R. J. (1990). Deconvolvting kernel density estimators. Statist. 21, 169-184.
    • (1990) Statist. , vol.21 , pp. 169-184
    • Stefanski, L.A.1    Carroll, R.J.2
  • 12
    • 0000813561 scopus 로고
    • Inadmissibility of the usual estimator for the mean of a multivariate normal distribution
    • Univ. of California Press, Berkeley
    • Stein, C. (1956). Inadmissibility of the usual estimator for the mean of a multivariate normal distribution. Proc. Third Berkeley Symp. Math. Statist. Probab. 1, 157-163. Univ. of California Press, Berkeley.
    • (1956) Proc. Third Berkeley Symp. Math. Statist. Probab. , vol.1 , pp. 157-163
    • Stein, C.1
  • 13
    • 0002055609 scopus 로고
    • Fourier methods for estimating mixing densities and distributions
    • Zhang, C.-H. (1990). Fourier methods for estimating mixing densities and distributions. Ann. Statist. 18, 806-831.
    • (1990) Ann. Statist. , vol.18 , pp. 806-831
    • Zhang, C.-H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.