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Nonparametric empirical bayes estimation of certain funtionals |
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| Authors: | Malay Ghosh |
| Institution: | Department of Statistics , University of Florida , Geinesville, FL, 32611 |
| Abstract: | For estimating functionals of the form ∫∫φ(x,y)dF(x) dF(y), nonparametric empirical Bayes estimators are developed which are competitors of the classical U-statistics. Asymptotic optimality of the proposed estimators is proved |
| Keywords: | estimable functionals U-statistics Dirichlet process priors Bayes empirical Bayes asmptotic optimality |