Title :
An asymptotic optimal empirical Bayes estimation scheme
Author_Institution :
University of Riyadh, Riyadh, Saudi Arabia
fDate :
12/1/1977 12:00:00 AM
Abstract :
When the same signal estimation problem occurs repeatedly and independently with the same unknown a priori statistics, the observations may be used to obtain an "asymptotic optimal" empirical Bayes estimator in the sense that the error converges to the optimal Bayes error obtainable with known a priori statistics.
Keywords :
Bayes procedures; Nonparametric estimation; Signal estimation; Equations; Error analysis; Least squares approximation; Least squares methods; Minimax techniques; Parametric statistics; Probability distribution; Random variables; State estimation; Statistical distributions;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101660
