This is a preview. Log in through your library . Abstract A study is made of an empirical Bayes estimation problem in which the set of parameter values is a realization of a stationary Markov chain.
The Annals of Statistics, Vol. 5, No. 1 (Jan., 1977), pp. 172-181 (10 pages) In the empirical Bayes approach to multiple decision problems, we obtain theorems and lemmas which can be used to obtain ...