Empitical bayes estimations for some distribution families

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.

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Communications in statistics. Theory and methods 1994-01, Vol.23 (5), p.1429-1445
Hauptverfasser:	Huang, Wen-Tao, Fu, Hung-Lin, Pao, Hsiao-Tien
Format:	Artikel
Sprache:	eng
Schlagworte:	empirical Bayes estimate estimate of prior density Orthogonal expansions
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	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.
ISSN:	0361-0926 1532-415X
DOI:	10.1080/03610929408831332