The Annals of Statistics

Some Thoughts on Empirical Bayes Estimation

Herbert Robbins

Full-text: Open access

Abstract

Examples are given to illustrate the "linear" and "general" empirical Bayes approaches to estimation. A final example concerns testing the null hypothesis that a treatment has had no effect.

Article information

Source
Ann. Statist. Volume 11, Number 3 (1983), 713-723.

Dates
First available: 12 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176346239

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/aos/1176346239

Mathematical Reviews number (MathSciNet)
MR707923

Zentralblatt MATH identifier
0522.62024

Subjects
Primary: 62C12: Empirical decision procedures; empirical Bayes procedures
Secondary: 62C25: Compound decision problems

Keywords
Empirical Bayes prediction testing hypotheses

Citation

Robbins, Herbert. Some Thoughts on Empirical Bayes Estimation. The Annals of Statistics 11 (1983), no. 3, 713--723. doi:10.1214/aos/1176346239. http://projecteuclid.org/euclid.aos/1176346239.


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