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

mean squared errorconvergence ratelower boundconditional densityupper boundposterior riskscale parameterempirical Bayes estimatorsindependent two-dimensional random vectors

Mathematics Subject Classification ID

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

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(19)

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