Chinese Quarterly Journal of Mathematics ›› 2010, Vol. 25 ›› Issue (3): 372-378.

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Asymptotically Optimal Empirical Bayes Estimation of Parameter for Scale-exponential Family under PA Samples

  

  1. 1. Department of Applied Mathematics and Physics, Anhui University of Technology and Science2. School of Sciences, Hefei University of Technology
  • Received:2005-12-15 Online:2010-09-30 Published:2023-05-25
  • About author: FAN Guo-liang(1981- ), male, native of Huangshan, Anhui, Ph.D., engages in statistics and its applications; LING Neng-xiang(1964- ), male, native of Hefei, Anhui, a professor Hefei University of Technoloy, engages in probability and statistics.
  • Supported by:
     Supported by the Anhui University of Technology and Science Foundation for the Recruiting Talent(2009YQ005);

Abstract: The Bayes estimator of the parameter is obtained for the scale exponential family in the case of identically distributed and positively associated(PA) samples under weighted square loss function. We construct the empirical Bayes(EB) estimator and prove it is asymptotic optimal.

Key words: PA samples, scale exponential family, E·B estimation, asymptotical optimality

CLC Number: