On a Problem of Robbins

Jiaying Gu; Roger Koenker

doi:10.1111/insr.12098

On a Problem of Robbins

Jiaying Gu, Roger Koenker

Research output: Contribution to journal › Article › peer-review

Abstract

An early example of a compound decision problem of Robbins (1951) is employed to illustrate some features of the development of empirical Bayes methods. Our primary objective is to draw attention to the constructive role that the nonparametric maximum likelihood estimator for mixture models introduced by Kiefer & Wolfowitz (1956) can play in these developments.

Original language	English (US)
Pages (from-to)	224-244
Number of pages	21
Journal	International Statistical Review
Volume	84
Issue number	2
DOIs	https://doi.org/10.1111/insr.12098
State	Published - Aug 1 2016

Keywords

Empirical Bayes
Kiefer–Wolfowitz nonparametric maximum likelihood estimator
classification
false discovery rate
mixture models
multiple testing

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Online availability

10.1111/insr.12098

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On a Problem of Robbins

Abstract

Keywords

ASJC Scopus subject areas

Online availability

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