THE CONVERGENT RATE OF EMPIRICAL BAYES ESTIMATORS FOR PARAMETERS OF NORMAL DISTRIBUTION FAMILY

This paper is a continuance of [1].In [1] the empirical Bayes estimator of the parameter vectorof normal distribution family was introduced,and for the loss function (1)its asymptotically optimalproperty was proved with respect to the prior distribution family(2).In this paper its convergentrate is given under stronger conditions than (2) for the prior distributions.