Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
نویسندگان
چکیده
منابع مشابه
Asymptotically minimax Bayes predictive densities
fθ log (fθ/f̂) is used to examine various ways of choosing prior distributions; the principal type of choice studied is minimax. We seek asymptotically least favorable predictive densities for which the corresponding asymptotic risk is minimax. A result resembling Stein’s paradox for estimating normal means by the maximum likelihood holds for the uniform prior in the multivariate location family...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1968
ISSN: 0003-4851
DOI: 10.1214/aoms/1177698408