Bayes empirical Bayes estimation for natural exponential families with quadratic variance functions

DOI10.1214/aos/1176348245zbMath0741.62006OpenAlexW2056563323MaRDI QIDQ1178938

Gilbert G. Walter, Gholamhossein G. Hamedani

Publication date: 26 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348245

zbMATH Keywords

momentsorthogonal polynomialsPoisson distributionnormal distributionnegative binomial distributiongamma distributionbinomial distributionprior distributionnatural exponential familieshyperbolic secant distributionnonparametric empirical Bayes methodsquadratic variance

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items

Empirical bayes estimation of reliability characteristics for an exponential family ⋮ Extended linear empirical bayes estimation ⋮ Empitical bayes estimations for some distribution families ⋮ Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study ⋮ Nonparametric empirical Bayes estimation based on generalized Laguerre series ⋮ Estimation of the shape parameter \(k\) of the negative binomial distribution ⋮ Gibbs sampling, exponential families and orthogonal polynomials ⋮ On the lower bounds for mean square error of empirical Bayes estimators ⋮ Choosing between two unknown intervals: an empirical bayes testing approach to a classification problem ⋮ On improving standard estimators via linear empirical Bayes methods ⋮ Deconvolution using Meyer wavelets ⋮ Posterior variance for quadratic natural exponential families ⋮ Density estimation in the presence of noise ⋮ Estimation of a delta-contaminated density of a random intensity of Poisson data