A note on the convergence rates for empirical Bayes estimators of parameters in multiple-parameter exponential families

Shunpu Zhang; Laisheng Wei

doi:10.1080/03610929908832357

A note on the convergence rates for empirical Bayes estimators of parameters in multiple-parameter exponential families

Shunpu Zhang, Laisheng Wei

Statistics

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

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.

Original language	English (US)
Pages (from-to)	1273-1291
Number of pages	19
Journal	Communications in Statistics - Theory and Methods
Volume	28
Issue number	6
DOIs	https://doi.org/10.1080/03610929908832357
State	Published - 1999

Keywords

A note
Convergence rates
Empirical Bayes estimation
Kernel estimation
Multi-parameter exponential family

ASJC Scopus subject areas

Statistics and Probability

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10.1080/03610929908832357

Cite this

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title = "A note on the convergence rates for empirical Bayes estimators of parameters in multiple-parameter exponential families",

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.",

keywords = "A note, Convergence rates, Empirical Bayes estimation, Kernel estimation, Multi-parameter exponential family",

author = "Shunpu Zhang and Laisheng Wei",

note = "Funding Information: The second author's research was supported by the National Science Foundation of China, the Doctoral Program Foundation of the Institute of High Education and the Special Foundation of Academia Sinica. The authors wish to thank the referees for their helpful suggestions and comments.",

year = "1999",

doi = "10.1080/03610929908832357",

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T1 - A note on the convergence rates for empirical Bayes estimators of parameters in multiple-parameter exponential families

AU - Zhang, Shunpu

AU - Wei, Laisheng

N1 - Funding Information: The second author's research was supported by the National Science Foundation of China, the Doctoral Program Foundation of the Institute of High Education and the Special Foundation of Academia Sinica. The authors wish to thank the referees for their helpful suggestions and comments.

PY - 1999

Y1 - 1999

N2 - 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.

AB - 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.

KW - A note

KW - Convergence rates

KW - Empirical Bayes estimation

KW - Kernel estimation

KW - Multi-parameter exponential family

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JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

IS - 6

ER -

A note on the convergence rates for empirical Bayes estimators of parameters in multiple-parameter exponential families

Abstract

Keywords

ASJC Scopus subject areas

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