Accession Number:

ADA169108

Title:

On the Bounded Regret of Empirical Bayes Estimators.

Descriptive Note:

Technical rept.,

Corporate Author:

SOUTH CAROLINA UNIV COLUMBIA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1985-05-01

Pagination or Media Count:

21.0

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 Extheta theta. Suppose it is desired to use a linear function ABx of the observed x to estimate the unknown parameter theta.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE