## A Conversation with James Hannan

*Gilliland, Dennis*;

*Ramamoorthi, R. V.*;

- Publisher: The Institute of Mathematical Statistics
- Journal: issn: 0883-4237
Related identifiers: doi: 10.1214/09-STS283 - Subject: empirical Bayes | repeated games | compound decision theory | Hannan consistency | Statistics - Other Statistics

- References (38)
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[3] Datta, S. (1991). Asymptotic optimality of Bayes compound estimators in compact exponential families. Ann. Statist. 19 354-365. MR1091856

[4] Datta, S. (1991). On the consistency of posterior mixtures and its applications. Ann. Statist. 19 338-353. MR1091855

[5] Efron, B. and Morris, C. (1972). Limiting the risk of Bayes and empirical Bayes estimators. II. The empirical Bayes case. J. Amer. Statist. Assoc. 67 130-139. MR0323015

[6] Fabian, V. and Hannan, J. (1985). Introduction to Probability and Mathematical Statistics. Wiley, New York. MR0790495

[7] Feder, M., Merhav, N. and Gutman, M. (1992). Universal prediction of individual sequences. IEEE Trans. Inform. Theory 38 1258-1270. MR1168747

[8] Foster, D. P. and Vohra, R. V. (1993). A randomization rule for selecting forecasters. Operations Research 41 704-709.

[9] Gilliland, D. C. and Hannan, J. (1986). The finite state compound decision problem, equivariance and restricted risk components. In Adaptive Statistical Procedures and Related Topics 129-145. IMS, Hayward, CA. MR0898243

[10] Gilliland, D. C., Hannan, J. and Huang, J. S. (1976). Asymptotic solutions to the two state component compound decision problem, Bayes versus diffuse priors on proportions. Ann. Statist. 4 1101- 1112. MR0448647

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