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Volumn 41, Issue 3, 1999, Pages 215-227

Bounds for robust maximum likelihood and posterior consistency in compound mixture state experiments

Author keywords

Asymptotic regret; Compound; Consistency; Maximum likelihood; Posterior

Indexed keywords


EID: 0042728380     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00158-8     Document Type: Article
Times cited : (6)

References (13)
  • 2
    • 0040193635 scopus 로고
    • On the consistency of posterior mixtures and its applications
    • Datta, S., 1991a. On the consistency of posterior mixtures and its applications. Ann. Statist. 19, 338-353.
    • (1991) Ann. Statist. , vol.19 , pp. 338-353
    • Datta, S.1
  • 3
    • 0011018210 scopus 로고
    • Asymptotic optimality of Bayes compound estimators in compact exponential families
    • Datta, S., 1991b. Asymptotic optimality of Bayes compound estimators in compact exponential families. Ann. Statist. 19, 354-365.
    • (1991) Ann. Statist. , vol.19 , pp. 354-365
    • Datta, S.1
  • 5
    • 0040114023 scopus 로고
    • Asymptotic solutions to the two state component compound decision problem, Bayes versus diffuse priors on proportions
    • Gilliland D.C., Hannan J., Huang J.S. Asymptotic solutions to the two state component compound decision problem, Bayes versus diffuse priors on proportions. Ann. Statist. 4:1976;1101-1112.
    • (1976) Ann. Statist. , vol.4 , pp. 1101-1112
    • Gilliland, D.C.1    Hannan, J.2    Huang, J.S.3
  • 6
    • 0042194418 scopus 로고
    • A stability of symmetrizations of product measures with few distinct factors
    • Hannan J., Huang J.S. A stability of symmetrizations of product measures with few distinct factors. Ann. Math. Statist. 43:1972;308-319.
    • (1972) Ann. Math. Statist. , vol.43 , pp. 308-319
    • Hannan, J.1    Huang, J.S.2
  • 7
    • 84947403595 scopus 로고
    • Probability inequalities for sums of bounded random variables
    • Hoeffding W. Probability inequalities for sums of bounded random variables. J. Amer. Statist. Assoc. 58:1963;13-30.
    • (1963) J. Amer. Statist. Assoc. , vol.58 , pp. 13-30
    • Hoeffding, W.1
  • 9
    • 0030539244 scopus 로고    scopus 로고
    • Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments
    • Majumdar S. Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments. Ann. Statist. 24:1996;196-211.
    • (1996) Ann. Statist. , vol.24 , pp. 196-211
    • Majumdar, S.1
  • 11
    • 21144484852 scopus 로고
    • On equivariance and the compound decision problem
    • Mashayekhi M. On equivariance and the compound decision problem. Ann. Statist. 21:1993;736-745.
    • (1993) Ann. Statist. , vol.21 , pp. 736-745
    • Mashayekhi, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.