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
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