An Asymptotic Optimal Empirical Bayes Estimation Scheme

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. Copyright © 1977 by The Institute of Electrical and Electronics Engineers, Inc.