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May, 1978 Admissible Solutions of Finite State Sequence Compound Decision Problems
Stephen B. Vardeman
Ann. Statist. 6(3): 673-679 (May, 1978). DOI: 10.1214/aos/1176344211

Abstract

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.

Citation

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Stephen B. Vardeman. "Admissible Solutions of Finite State Sequence Compound Decision Problems." Ann. Statist. 6 (3) 673 - 679, May, 1978. https://doi.org/10.1214/aos/1176344211

Information

Published: May, 1978
First available in Project Euclid: 12 April 2007

zbMATH: 0388.62010
MathSciNet: MR483127
Digital Object Identifier: 10.1214/aos/1176344211

Subjects:
Primary: 62C25

Rights: Copyright © 1978 Institute of Mathematical Statistics

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Vol.6 • No. 3 • May, 1978
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