Empirical Bayes with rates and best rates of convergence in \(u(x)C(\Theta)exp(-x/{\Theta})\)-family: estimation case

zbMath0781.62010MaRDI QIDQ1205793

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

empirical Bayes exponential family asymptotic optimality Bayes risk prior distributions moment conditions best rates of convergence infimum Bayes risk infinitely many discontinuities

Mathematics Subject Classification ID

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

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