Empirical Bayes estimation of a scale parameter

MaRDI QIDQ1360378zbMATH OpenFDO

Authors Marianna Pensky

Publication date 17 July 1997

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

conditional densityconvergence rateempirical Bayes estimatorsindependent two-dimensional random vectorslower boundmean squared errorposterior riskscale parameterupper bound

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Asymptotic properties of parametric estimators (62F12)

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