首页   按字顺浏览 期刊浏览 卷期浏览 A. P. O. rules in hierarchical and empirical bayes models
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).

 

点击下载:  PDF (2590KB)



返 回