Fully Nonparametric Empirical Bayes Estimation via Projection Pursuit,

Abstract

The fully nonparametric formulation of the empirical Bayes estimation problem considers m populations characterized by conditional (sampling) distributions chosen independently by some unspecified random mechanism. No parametric constraints are imposed on the family of possible sampling distributions or on the prior mechanism which selects them. The quantity to be estimated subject to squared-error loss for each population is defined by a functional T(F) where F is the population sampling cdf. The empirical Bayes estimator is based on n iid observations from each population where n > 1. Asymptotically optimal procedures for this problem typically employ consistent nonparametric estimators of certain nonlinear conditional expectation functions. In this study a particular projection pursuit algorithm is used for this purpose. The proposed method is applied to the estimation of population means for several simulated data sets and one familiar real world data set. Certain possible extensions are discussed. Additional keywords: nonparametric regression; nonparametric estimation; charts; tables(data). (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1985
Accession Number
ADA159273

Entities

People

  • M. V. Johns

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computer Simulations
  • Computers
  • Data Science
  • Data Sets
  • Digital Computers
  • Errors
  • Estimators
  • Information Science
  • Linear Accelerators
  • Military Research
  • Observation
  • Probability
  • Sampling
  • Simulations
  • Standards
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Statistical inference.