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

DOI10.1080/03610929608831750zbMath0875.62133OpenAlexW2082333986MaRDI QIDQ4337178

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

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)

Related Items (1)

A note on the convergence rates for empirical bayes estimators of parameters in multiple-parameter exponential families

Cites Work

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

This page was built for publication: Convergence rates for empirical bayes estimators of parameters in multi-parameter exponential families