On the Bounded Regret of Empirical Bayes Estimators.

Abstract

In the first Jerzy Neyman Memorial Lecture, Robbins (1983) has outlined a wide class of problems concerning the general empirical Bayes approach and the linear empirical Bayes approach to estimation. This paper studies a special case which includes several important standard distributions. Specifically let (theta, x) be a random vector such that theta has a distribution function G, and the conditional expectation of x given theta satisfies E(x/theta) = theta. Suppose it is desired to use a linear function A+Bx of the observed x to estimate the unknown parameter theta.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1985
Accession Number
ADA169108

Entities

People

  • Kai F. Yu

Organizations

  • University of South Carolina

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  • Autonomy

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Classification
  • Distribution Functions
  • Estimators
  • Military Research
  • Monitoring
  • Normal Distribution
  • Notation
  • Probability
  • Random Variables
  • Scientific Research
  • Security
  • South Carolina
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

  • Military History
  • Statistical inference.