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

DOI10.1016/0378-3758(90)90018-PzbMath0687.62005MaRDI QIDQ1263178

Radhey S. Singh, B. N. Prasad

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)

Related Items (8)

Empirical Bayes linear loss hypothesis testing in a non-regular exponential family ⋮ Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function ⋮ Monotone empirical Bayes tests for some discrete nonexponential families ⋮ Empirical bayes rules for selecting the best exponential population with location parameter ⋮ Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribu\-tion ⋮ Optimal rate of empirical Bayes tests for lower truncation parameters. ⋮ Empirical Bayes estimation for truncation parameters ⋮ Testing in two parameter exponential distributions via empirical Bayes method

Cites Work

• Unnamed Item
• Empirical Bayes estimation in a multiple linear regression model
• Rates of convergence in empirical Bayes estimation problems: Continuous case
• Empirical Bayes estimation with convergence rates in noncontinuous Lebesgue exponential families
• Solutions to empirical Bayes squared error loss estimation problems
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Remarks on Some Nonparametric Estimates of a Density Function
• An empirical bayes two action problem with nonidentical components for a translated exponential distribution
• On Non-Parametric Estimates of Density Functions and Regression Curves
• The Empirical Bayes Approach to Statistical Decision Problems
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case
• The Empirical Bayes Approach to Testing Statistical Hypotheses

This page was built for publication: Estimation of prior distribution and empirical Bayes estimation in a nonexponential family