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

DOI10.1080/03610929608831767zbMath0875.62132OpenAlexW2028822880MaRDI QIDQ4337196

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

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)

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GENERALIZED RIDGE ESTIMATE OF PARAMETERS IN VARIANCE COMPONENT MODEL

Cites Work

• 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
• Stein-James Estimators of a Multivariate Location Parameter