CONVERGENCE RATE OF EB ESTIMATOR OF TWO DIMENSIONAL ONE-SIDED TRUNCATED DISTRIBUTION FAMILY

In this paper we considered convergence rate of EB estimator of two dimensional one-sided truncated distribution family （I） f_θ（x,y）dxdy=c（θ₁,θ₂）f₀（x,y）I_{[α,θ1;c,θ2]}（x,y）dxdy. The convergence rate O(n^-q) of EB estimator of Q（θ） is obtained. When the distribution family is subject to suitable conditions, q can be arbitrarily close to 1.