Since Robbins (1956), a large literature has evolved treating the empirical Bayes formulation of a sequence of decision problems. In this paper we look at the formulation and the asymptotic optimality criterion as a classical iid problem and a consistency property. With this point of view and the finite state component problem, we evoke classical results on Bayes procedures to prove a complete class theorem and to establish the asymptotic optimality of Bayes empirical Bayes procedures.
@article{1176345993,
author = {Gilliland, Dennis C. and Boyer, John E. and Tsao, How Jan},
title = {Bayes Empirical Bayes: Finite Parameter Case},
journal = {Ann. Statist.},
volume = {10},
number = {1},
year = {1982},
pages = { 1277-1282},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345993}
}
Gilliland, Dennis C.; Boyer, John E.; Tsao, How Jan. Bayes Empirical Bayes: Finite Parameter Case. Ann. Statist., Tome 10 (1982) no. 1, pp. 1277-1282. http://gdmltest.u-ga.fr/item/1176345993/