EMPIRICAL BAYES ESTIMATIONS FOR SOME DISTRIBUTION FAMILIES

被引：0

作者：

HUANG, WT

FU, HL

PAO, HT

机构：

[1] ACAD SINICA,INST STAT SCI,TAIPEI 11529,TAIWAN

[2] NATL CHIAO TUNG UNIV,DEPT APPL MATH,HSINCHU 300,TAIWAN

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 05期

关键词：

ORTHOGONAL EXPANSIONS; ESTIMATE OF PRIOR DENSITY; EMPIRICAL BAYES ESTIMATE;

D O I：

10.1080/03610929408831332

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Some estimates of prior density based on orthogonal expansions are proposed for some family of conditional densities. Their related properties are studied. The associated empirical Bayes estimators are also proposed. Three examples are illustrated and some of its Monte Carlo results are also given.

引用

页码：1429 / 1445

页数：17

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