YANG Yaning, WEI Laisheng. The convergence rates of empirical Bayes estimation for the parameters of multi-parameter discrete exponential family[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 92-102.
Citation:
YANG Yaning, WEI Laisheng. The convergence rates of empirical Bayes estimation for the parameters of multi-parameter discrete exponential family[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 92-102.
YANG Yaning, WEI Laisheng. The convergence rates of empirical Bayes estimation for the parameters of multi-parameter discrete exponential family[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 92-102.
Citation:
YANG Yaning, WEI Laisheng. The convergence rates of empirical Bayes estimation for the parameters of multi-parameter discrete exponential family[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 92-102.
The convergence rates of empirical Bayes estimation for the parameters of multi-parameter discrete exponential family
Asymptotically optimal empirical Bayes (EB) estimators δn for the parameters of multi-parameter discrete exponential families are proposed. Under suitable conditions, we prove that, the overall Bayes risk of EB estimatorsconverge to the minimum Bayes risk with ratec_1 n^-1λ<1 and μ>2, for some positive constants c1, c2.