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.
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