数学物理学报(英文版) ›› 1996, Vol. 16 ›› Issue (1): 15-22.

• 论文 • 上一篇    下一篇

ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATION FOR THE PARAMETERS OF MULTI-PARAMETER DISCRETE EXPONENTIAL FAMILY

杨亚宁, 韦来生   

  1. Dept. of Math., Univ. of Set. & Tech. of China, Hefei 230026, China
  • 收稿日期:1993-07-25 修回日期:1993-12-20 出版日期:1996-03-25 发布日期:1996-03-25
  • 基金资助:
    The project is supported by the National Natural Science Foundation of China.This work is also supported by the Doctoral Program Foundation of the Institute of High Education.

ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATION FOR THE PARAMETERS OF MULTI-PARAMETER DISCRETE EXPONENTIAL FAMILY

Yang Yaning, Wei Laisheng   

  1. Dept. of Math., Univ. of Set. & Tech. of China, Hefei 230026, China
  • Received:1993-07-25 Revised:1993-12-20 Online:1996-03-25 Published:1996-03-25
  • Supported by:
    The project is supported by the National Natural Science Foundation of China.This work is also supported by the Doctoral Program Foundation of the Institute of High Education.

摘要: For the multi-parameter discrete exponential family, we construct an empirical Bayes(EB) estimator of the vector-valued parameter θ. under some conditions,this estimator is proved to be asymptotically optimal.

关键词: Empirical Bayes estimation, asymptotically optimal, multi-parameter discrete exp onential family

Abstract: For the multi-parameter discrete exponential family, we construct an empirical Bayes(EB) estimator of the vector-valued parameter θ. under some conditions,this estimator is proved to be asymptotically optimal.

Key words: Empirical Bayes estimation, asymptotically optimal, multi-parameter discrete exp onential family