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Original Articles

On the bounded regret of empirical bayes estimators

Pages 2391-2403 | Received 01 Apr 1985, Published online: 27 Jun 2007

References

  • Chow , Y.S. and Teicher , H. 1978 . Probability Theory , Springer Verlag .
  • Diaconis , P. and Yivisaker , D. 1979 . Conjugate priors for exponential families . Annals of Statistics , 7 : 269 – 281 .
  • Efron , B. and Morris , C. 1973 . Stein's estimation rule and its competitors - an empirical Bayes approach . Journal of American Statistical Association , 68 : 117 – 130 .
  • Robbins , H. 1983 . Some thoughts on empirical Bayes estimation . Jerzy Newman Memorial Lecture , 11 : 713 – 723 .

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