• DocumentCode
    825524
  • Title

    An asymptotic optimal empirical Bayes estimation scheme

  • Author

    Ula, Nurul

  • Author_Institution
    University of Riyadh, Riyadh, Saudi Arabia
  • Volume
    22
  • Issue
    6
  • fYear
    1977
  • fDate
    12/1/1977 12:00:00 AM
  • Firstpage
    991
  • Lastpage
    992
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1977.1101660
  • Filename
    1101660