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.

PDF (PC)

31

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

Trendmd
Copyright © Editorial Office of Acta Mathematica Scientia
Add: P. O. Box 71010, Wuhan 430071, China　Tel: 027-87199206(中文版)　027-87199087(英文版)
E-mail: actams@wipm.ac.cn