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
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
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