Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 13, 1994 - Issue 2
22
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

An empirical bayes solution to the best–choice problem

Pages 163-176 | Received 01 Dec 1992, Published online: 29 Mar 2007

References

  • Bojdecki , T. 1977 . On optimal stopping of a sequence of independent random variables - Probabilitymaximizing approach . Stoch. Proc. & Appl , 6 : 153 – 163 .
  • Campbell , G. 1982 . The Maximum of a sequence with prior information . Sequential Analysis , 1 : 177 – 191 .
  • Carroll , R.J. and Hall , P. 1988 . Optimal rates of convergence for deconvolving a density . J. Amer. Statist. Assoc. , 83 : 1184 – 1186 .
  • Chow , Y.S. , Robbins , H. and Siegmund , D. 1971 . Great Expectations - The Theory of Optimal Stopping , New York : Houghton Mifflin .
  • Gilbert , J.P. and Mosteller , F. 1966 . Recognizing the maximum of a sequence . J. Amer. Statist. Assoc. , 61 : 35 – 73 .
  • Petruccelli , J.D. 1980 . On a best choice problem with partial information . Ann.Statist. , 8 : 1171 – 1174 .
  • Robbins , H. . An empirical Bayes approach to statistics . Proce. of Third Berkeley Symp . pp. 157 – 163 .
  • Rosenfield , D.B. and Shapiro , R.D. 1981 . Optimal adaptive price search . J. Econo. Theory , 25 : 1 – 20 .
  • Sakaguchi M. Dowry problems and OLA policies Reports of Statistical Application Research Union of Japanese Scientists and Engineers 25 1978 124 128
  • Samuels , S.M. 1981 . Minimax stopping rules when the underlying distribution Is uniform . J. Amer. Statist. Association , 76 : 188 – 197 .
  • Stefanski , L. and Carroll , R.J. 1990 . Deconvoluting kernel density estimators . Statistics , 21 : 169 – 184 .
  • Stewart , T.J. 1978 . Optimal selection from a random sequence with learning of the underlying distribution . J. Amer. Statist. Assoc. , 73 : 775 – 780 .
  • Stewart , T.J. 1981 . The secretary problem with an unknown number of options . Operations Research , 29 : 130 – 145 .
  • Tamaki , M. 1988 . A Bayesian approach to the best-choice problem . J. Amer. Statist. Assoc. , 83 : 1129 – 1134 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.