Convergence rates of empirical Bayes estimation in exponential family

DOI10.1016/J.JSPI.2003.12.017zbMath1066.62012OpenAlexW2080327143MaRDI QIDQ1776857

Friedrich Liese, Shanti S. Gupta, Jian-jun Li

Publication date: 12 May 2005

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.12.017

zbMATH Keywords

Exponential familyRate of convergenceEmpirical BayesRegretKernel sequence method

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study

Cites Work

• Rates of convergence in empirical Bayes estimation problems: Continuous case
• Empirical Bayes estimation with convergence rates in noncontinuous Lebesgue exponential families
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Minimax lower bounds and moduli of continuity
• The Empirical Bayes Approach to Statistical Decision Problems
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