Empirical Bayes approach to Bayes sequential estimation : the Poisson and Bernoulli cases | |
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學年 | 81 |
學期 | 1 |
出版(發表)日期 | 1992-08-01 |
作品名稱 | Empirical Bayes approach to Bayes sequential estimation : the Poisson and Bernoulli cases |
作品名稱(其他語言) | 以經驗貝式方法作貝式序列估計 |
著者 | 黃連成; Hwang, Leng-cheng |
單位 | 淡江大學數學學系 |
出版者 | Taylor & Francis |
著錄名稱、卷期、頁數 | Communications in Statistics: Theory and Methods 21(8), pp.2293-2308 |
摘要 | The problem considered is the Bayes sequential estimation of the mean with quadratic loss and fixed cost per observation. Assume the prior distribution is not completely known. Some empirical Bayes procedures are proposed in the Poisson and Bernoulli cases, and they are shown to be asymptotically non-deficient in the sense of Woodroofe (1981). |
關鍵字 | asymptotically non–deficient;empirical Bayes;martingale;submartingale;uniform integrability |
語言 | en |
ISSN | 0361-0926 |
期刊性質 | 國內 |
收錄於 | |
產學合作 | |
通訊作者 | |
審稿制度 | 否 |
國別 | TWN |
公開徵稿 | |
出版型式 | ,電子版 |
相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/41192 ) |