Convergence rates for empirical bayes estimators of parameters in multi-parameter exponential families |
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| Authors: | Hengqing Tong |
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| Affiliation: | Department of Mathematics and Physics , Wuhan University of Technology , Wuhan, Hubei, 430070, P.R. China |
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| Abstract: | This paper obtains the convergence rates of the empirical Bayes estimators of parameters in the multi-parameter exponential families. The rates can approximate to 0(n=1) arbitrarily. The paper presents the multivariate orthogonal polynomials which are continuous on the total space Rp. |
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| Keywords: | multi-parameter exponential family orthogonal polynomial kernel estimation of density empirical Bayes convergence rate |
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