A note on the convergence rates for empirical bayes estimators of parameters in multiple-parameter exponential families |
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| Authors: | Shunpu Zhang Laisheng Wei |
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| Affiliation: | 1. Department of Mathematical Sciences , University of Alaska Fairbanks , Fairbanks, Alaska, 99775-6660, USA;2. Department of Statistics and Finances , University of Science and Technology of China , Hefei, Anhw, 230026, P.R. China |
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| Abstract: | Under suitable conditions upon prior distribution, the convergence rates for empirical Bayes estimators of parameters in multi-parameter exponential families (M-PEF) are obtained. It is shown that the assumptions Tong (1996) imposed on the marginal density can be reduced. The above result can also be extended to more general forms of M-PEF. Finally, some examples which satisfy the conditions of the theorems are given. |
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| Keywords: | a note multi-parameter exponential family kernel estimation empirical Bayes estimation convergence rates |
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