Acta mathematica scientia,Series B ›› 1996, Vol. 16 ›› Issue (1): 15-22.

• Articles • Previous Articles     Next Articles

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.

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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

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