کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10525010 957876 2005 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Convergence rates of empirical Bayes estimation in exponential family
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Convergence rates of empirical Bayes estimation in exponential family
چکیده انگلیسی
The convergence rates of empirical Bayes estimation in the exponential family are studied in this paper. We first develop an approach for obtaining the lower bound of empirical Bayes estimators. As an application of the approach, we demonstrate that O(n−1) is the lower bound rate for priors with bounded compact support. Second, we construct an empirical Bayes estimator using kernel sequence method and show that it has a rate of convergence of O(n−1(lnn)8). This upper bound rate is much faster compared to the earlier results published in the literature under the same assumption.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 131, Issue 1, 1 April 2005, Pages 101-115
نویسندگان
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