A. P. O. rules in hierarchical and empirical bayes models
作者:
Malay Ghosh,
Robert M. Hoekstra,
期刊:
Sequential Analysis
(Taylor Available online 1989)
卷期:
Volume 8,
issue 1
页码: 79-100
ISSN:0747-4946
年代: 1989
DOI:10.1080/07474948908836168
出版商: Marcel Dekker, Inc.
关键词: Asymptotic Pointwise Optimality;Hierarchical Bayes;Empirical Bayes;Asymptoltc Non Deficiency;Multiparameter Estimation
数据来源: Taylor
摘要:
In sequential analysis, Bayes stopping rules are often difficult to determine explicitly. Bickel and Yahav (1967, Proceedings of the 5th Berkeley Symposium on Mathematical Statistics and Probability, VI, pp 401 413) provided an attractive large sample approximation to sequential Bayes rules which they called "asymptotically pointwise optimal" (A.P.O.) rules. The present paper proposes A.P.O. rules for certain hierarchical and empirical Bayes models. These rules are shown to be asymptotically "non deficient" in the sense of Woodroofe (1981, Zeitschrift fiir Wahrscheinlich keitstheorie und Verwandte Gebiete, pp 331 341).
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