Asymptotically Optimal and Admissible Empirical Bayes Estimation of Normal Parameter

被引：0
作者：
LIU Huan-xiang~1 SHI Yi-min~2 ZHANG Su-mei~2 ZHOU Bing-chang~2 (1.Department of Mathematica
2.Department of Applied Mathematics
机构：
来源：
数学季刊 | 2007年 / 01期
关键词：
empirical Bayes estimation; asymptotic optimality; admissibility;
D O I：
暂无
中图分类号：
O212.8 [贝叶斯统计];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Under square loss,this paper constructs the empirical Bayes（EB） estimation for the parameter of normal distribution which has both asymptotic optimality and admissibility. Moreover,the convergence rate of the EB estimation obtained is proved to be O(n).
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页码：1 / 6
页数：6
相关论文
共 5 条
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  • [2] TZE Fen Li.Empirical Bayes approach to reliability estimation for the exponential distribution. IEEE Transactions on Reliability . 1984
  • [3] WEI Lal-sheng.Asymptotically optimal empirical Bayes estimation of parameters about continuous type multi-Parameter exponential families. Appl Prob and Stat . 1985
  • [4] DEELY J J,Lindley D V.Bayes empirical Bayes. Journal of the American Statistical Association . 1981
  • [5] MEEDEN G.Some admissible empirical Bayes procedures. Annals of Mathematical Statistics . 1972
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