共查询到20条相似文献,搜索用时 15 毫秒
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
《Journal of statistical planning and inference》2005,131(1):101-115
The convergence rates of empirical Bayes estimation in the exponential family are studied in this paper. We first develop an approach for obtaining the lower bound of empirical Bayes estimators. As an application of the approach, we demonstrate that O(n−1) is the lower bound rate for priors with bounded compact support. Second, we construct an empirical Bayes estimator using kernel sequence method and show that it has a rate of convergence of . This upper bound rate is much faster compared to the earlier results published in the literature under the same assumption. 相似文献
19.