The asymptotically pointwise optimal testing rule and its competitors – an empirical bayes approach

References

• Arrow , K.J. , Blackwell , D. and Girshick , M.A. 1949 . Bayes and Minimax Solutions of Sequential Decision Problems . Econometrica , 17 : 213 – 244 .
   Web of Science ®Google Scholar
• Berger , J.O. 1985 . Statistical Decision Theory and Bayesian Analysis , New York : Springer-Verlag .
   Google Scholar
• Bickel and Yahav , J. 1967 . Asymptotically Pointwise Optimal Procedures in Sequential Analysis in Proceedings of Fifth Berkeley Symposiums . Mathematical Staistics and Probability , 1 : 401 – 413 .
   Google Scholar
• Chow , Y.S. , Robbins , H. and Siegmund , D. 1970 . Great Expectations The Theory of Optimal Stopping , Boston : Houghton-Mifflin .
   Google Scholar
• Ghosh , M. and Meeden , G. 1986 . Empirical Bayes Estimation in Finite Population Sampling . J. Amer. Statist Asso. , 81 : 1058 – 1062 .
   Web of Science ®Google Scholar
• Ghosh , M. and Lahiri , P. 1987 . Robust Empirical Bayes Estimation of Means from Stratified Samples . J. Amer. Statist. Asso. , 82 : 1153 – 1162 .
   Web of Science ®Google Scholar
• Maritz , J.S. and Lwin , T. 1989 . Empirical Bayes Methods , London : Chapman and Hall .
   Google Scholar
• Karunamuni , R.J. 1988 . On Empirical Bayes Testing with Sequential Components . Ann. Statist , 16 : 1270 – 1282 .
   Web of Science ®Google Scholar
• Karunamuni R.J. The asymptotically pointwise optimal testing rule and its competitors - an empirical Bayes approach Tech. Report # 92.01 Department of Statistics and Applied Probability, University of Alberta 1992
   Google Scholar
• Robbins , H. 1956 . An Empirical Bayes Approach to Statistics in Proceedings of Third Berkeley Symposium . Mathematical Statistics and Probability , 1 : 157 – 163 .
   Google Scholar
• Robbins , H. 1964 . The Empirical Bayes Approach to Statistical Decision Problems . Ann. Math. Statist , 35 : 1 – 20 .
   Google Scholar