Estimation of prior distribution and empirical Bayes estimation in a nonexponential family

DOI10.1016/0378-3758(90)90018-PMaRDI QIDQ1263178zbMATH OpenFDO

Authors B. N. Prasad, R. S. Singh

Publication date 1990

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Asymptotic optimalitynonexponential familyalmost sure consistent estimator of the prior distributionEmpirical Bayes squared error loss estimationminimum risk optimal estimator

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 1536201

Cites work

• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• An empirical bayes two action problem with nonidentical components for a translated exponential distribution
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Empirical Bayes estimation in a multiple linear regression model
• Empirical Bayes estimation with convergence rates in noncontinuous Lebesgue exponential families
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Rates of convergence in empirical Bayes estimation problems: Continuous case
• Remarks on Some Nonparametric Estimates of a Density Function
• Solutions to empirical Bayes squared error loss estimation problems
• The Empirical Bayes Approach to Statistical Decision Problems
• The Empirical Bayes Approach to Testing Statistical Hypotheses

Cited in

(16)

• scientific article; zbMATH DE number 3986395 (Why is no real title available?)
• Prior near ignorance for inferences in thek-parameter exponential family
• scientific article; zbMATH DE number 4169842 (Why is no real title available?)
• Empirical Bayes estimation for truncation parameters
• Monotone empirical Bayes tests for some discrete nonexponential families
• Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribu\-tion
• Empirical Bayes linear loss hypothesis testing in a non-regular exponential family
• Empirical estimates with minimal \(d\)-risk for discrete exponential families
• Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function
• Empirical bayes rules for selecting the best exponential population with location parameter
• Testing in two parameter exponential distributions via empirical Bayes method
• Optimal rate of empirical Bayes tests for lower truncation parameters.
• Empitical bayes estimations for some distribution families
• Bayes spaces: use of improper distributions and exponential families
• scientific article; zbMATH DE number 761915 (Why is no real title available?)
• scientific article; zbMATH DE number 4018120 (Why is no real title available?)

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