Convergence rates for empirical bayes estimators of parameters in multi-parameter exponential families

DOI10.1080/03610929608831750zbMATH Open0875.62133OpenAlexW2082333986MaRDI QIDQ4337178FDOQ4337178

Authors: Heng-Qing Tong 

Publication date: 5 November 1997

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831750

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zbMATH Keywords

empirical Bayesconvergence rateorthogonal polynomialmulti-parameter exponential familykernel estimation of density

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• On improving density estimators which are not bona fide functions
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Rates of convergence in empirical Bayes estimation problems: Continuous case

Cited In (9)

• Convergence properties of an empirical error criterion for multivariate density estimation
• An empirical Bayesian estimator and its convergence rate for the parameter in the scale-exponential family
• Convergence rates of empirical Bayes estimation in exponential family
• Title not available (Why is that?)
• A note on the convergence rates for empirical bayes estimators of parameters in multiple-parameter exponential families
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
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