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Selected Works of Stephen B. Vardeman
Article
Admissible Solutions of Finite State Sequence Compound Decision Problems
Annals of Statistics (1978)
  • Stephen B. Vardeman, Purdue University
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Abstract
A general method of constructing procedures which are both admissible and asymptotically optimal in finite state sequence compound decision problems is suggested and applied to the situation of a two state classification component. When used in an empirical Bayes setting, procedures so constructed are seen to be both admissible and asymptotically optimal.
Keywords
  • sequence compound decision problem,
  • sequence compound admissibility,
  • empirical Bayes decision problem
Disciplines
Publication Date
1978
Publisher Statement
Copyright Institute of Mathematical Statistics 1978. Posted with permission.
Citation Information
Stephen B. Vardeman. "Admissible Solutions of Finite State Sequence Compound Decision Problems" Annals of Statistics Vol. 6 Iss. 3 (1978)
Available at: http://works.bepress.com/stephen_vardeman/8/