ASYMPTOTIC OPTIMALITY OF HIERARCHICAL BAYES ESTIMATORS AND PREDICTORS

被引：2

作者：

DATTA, GS ^{[1
]}

GHOSH, M ^{[1
]}

机构：

[1] UNIV FLORIDA,DEPT STAT,GAINESVILLE,FL 32611

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1991年 / 29卷 / 03期

基金：

美国国家科学基金会;

关键词：

HIERARCHICAL BAYES; EMPIRICAL BAYES; ESTIMATORS; PREDICTORS; ASYMPTOTIC OPTIMALITY; FINITE POPULATION SAMPLING;

D O I：

10.1016/0378-3758(91)90001-U

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is shown in this paper that for simultaneous estimation of k means, the Bayes risks of certain hierarchical Bayes estimators converge to the Bayes risks of the corresponding Bayes estimators under 'true' or 'elicited' priors as k --> infinity. The results are then extended to certain prediction problems.

引用

页码：229 / 243

页数：15

共 12 条

[1] MINIMAX BAYES ESTIMATORS OF A MULTIVARIATE NORMAL MEAN [J].