In the empirical Bayes approach to multiple decision problems, we obtain theorems and lemmas which can be used to obtain asymptotic optimality and rate results in any multiple decision empirical Bayes problem. Applications of these results to a classification problem, a monotone multiple decision, and a selection problem are given. In addition, a special lemma unique to the monotone multiple decision problem gives improved (exact) rate results in that case.
Publié le : 1977-01-14
Classification:
Empirical Bayes procedures,
asymptotic optimality,
rates of convergence to optimality,
classification procedures,
a monotone multiple decision problem,
62C25,
62F99
@article{1176343750,
author = {Ryzin, J. Van and Susarla, V.},
title = {On the Empirical Bayes Approach to Multiple Decision Problems},
journal = {Ann. Statist.},
volume = {5},
number = {1},
year = {1977},
pages = { 172-181},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343750}
}
Ryzin, J. Van; Susarla, V. On the Empirical Bayes Approach to Multiple Decision Problems. Ann. Statist., Tome 5 (1977) no. 1, pp. 172-181. http://gdmltest.u-ga.fr/item/1176343750/