Admissible Solutions of Finite State Sequence Compound Decision Problems
Vardeman, Stephen B.
Ann. Statist., Tome 6 (1978) no. 1, p. 673-679 / Harvested from Project Euclid
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A general method of constructing procedures which are both admissible and asymptotically optimal in finite state sequence compound decision problems is suggested and applied to the situation of a two state classification component. When used in an empirical Bayes setting, procedures so constructed are seen to be both admissible and asymptotically optimal.
Publié le : 1978-05-14
Classification:  Sequence compound decision problem,  sequence compound admissibility,  empirical Bayes decision problem,  62C25 
@article{1176344211,
     author = {Vardeman, Stephen B.},
     title = {Admissible Solutions of Finite State Sequence Compound Decision Problems},
     journal = {Ann. Statist.},
     volume = {6},
     number = {1},
     year = {1978},
     pages = { 673-679},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344211}
}

Vardeman, Stephen B. Admissible Solutions of Finite State Sequence Compound Decision Problems. Ann. Statist., Tome 6 (1978) no. 1, pp.  673-679. http://gdmltest.u-ga.fr/item/1176344211/