Convergence rates for empirical bayes estimators of parameters in linear regressin models

DOI10.1080/03610929608831767zbMATH Open0875.62132OpenAlexW2028822880MaRDI QIDQ4337196FDOQ4337196

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/10.1080/03610929608831767

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zbMATH Keywords

empirical Bayesconvergence ratejoint estimationvariance component modelinverse stretch operation

Mathematics Subject Classification ID

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

Cites Work

• 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
• Stein-James Estimators of a Multivariate Location Parameter

Cited In (11)

• Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
• Convergence rates for empirical Bayes estimation of binomial parameter
• GENERALIZED RIDGE ESTIMATE OF PARAMETERS IN VARIANCE COMPONENT MODEL
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence rates for MCMC algorithms for a robust Bayesian binary regression model
• Rates of risk convergence of empirical linear Bayes estimators
• The L₂ Rate of Convergence for Event History Regression with Time‐dependent Covariates
• The convergence rates of empirical Bayes estimation in a multiple linear regression model
• Convergence of regression-adjusted approximate Bayesian computation

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