淡江大學機構典藏:Item 987654321/41192
English  |  正體中文  |  简体中文  |  Items with full text/Total items : 62822/95882 (66%)
Visitors : 4026861      Online Users : 896
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/41192


    Title: Empirical Bayes approach to Bayes sequential estimation : the Poisson and Bernoulli cases
    Other Titles: 以經驗貝式方法作貝式序列估計
    Authors: 黃連成;Hwang, Leng-cheng
    Contributors: 淡江大學數學學系
    Keywords: asymptotically non–deficient;empirical Bayes;martingale;submartingale;uniform integrability
    Date: 1992-08-01
    Issue Date: 2010-01-28 06:53:52 (UTC+8)
    Publisher: Taylor & Francis
    Abstract: The problem considered is the Bayes sequential estimation of the mean with quadratic loss and fixed cost per observation. Assume the prior distribution is not completely known. Some empirical Bayes procedures are proposed in the Poisson and Bernoulli cases, and they are shown to be asymptotically non-deficient in the sense of Woodroofe (1981).
    Relation: Communications in Statistics: Theory and Methods 21(8), pp.2293-2308
    DOI: 10.1080/03610929208830913
    Appears in Collections:[Graduate Institute & Department of Mathematics] Journal Article

    Files in This Item:

    File Description SizeFormat
    0KbUnknown248View/Open
    index.html0KbHTML119View/Open
    index.html0KbHTML99View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback