SIMULTANEOUS ESTIMATION OF PARAMETERS - A COMPOUND DECISION PROBLEM

摘要: Publisher Summary The origin of simultaneous estimation parameters can be traced to the papers by Fairfield Smith, Hazel, and Panse on construction selection indices in genetics based a method proposed R.A. Fisher. This chapter discusses constructing specific type empirical regression estimate. Further work this direction considering more general situations was done Henderson. Bayes procedure suggested Robbins is analogous Fisher's used context. problem prediction estimation. It also describes direct inverse estimates.