On some multivariate density estimates and empirical Bayes problems
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Publication:1171852
DOI10.1016/0167-6687(82)90023-3zbMath0499.62045OpenAlexW2063231488MaRDI QIDQ1171852
Publication date: 1982
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(82)90023-3
exponential familyasymptotic unbiasednessdensity estimatesempirical Bayes decision functionsexact rates of convergence of estimators
Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)
Cites Work
- Rates of convergence in empirical Bayes estimation problems: Continuous case
- Rates of convergence in empirical Bayes estimation problems: Discrete case
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- On some global measures of the deviations of density function estimates
- 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
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