Application of a Dominated Convergence Theorem to the Empirical Bayes Problem.
Abstract
The purpose of this paper is to obtain weaker sufficient conditions than those given by Robbins for the asymptotic optimality of empirical Bayes procedures. In so doing a general method for proving asymptotic optimality is given which because of its simplicity should prove quite useful not only for the empirical Bayes problem but for other related asymptotic problems as well. Three areas of application are indicated.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1974
- Accession Number
- ADA001136
Entities
People
- J. J. Deely
- W. J. Zimmer
Organizations
- University of New Mexico