Empirical Bayes estimation in continuous one-parameter exponential families under associated samples. Issue 7 (3rd April 2017)

• Record Type: Journal Article
• Authors: Lei, Qingzhu; Qin, Yongsong
• Is Part Of: Communications in statistics. Volume 46:Issue 7(2017)
• Page Start: 3621
• Page End: 3630
• Publication Date: 2017-04-03
• Subjects: Associated sample -- continuous one-parameter exponential family -- convergence rate -- empirical Bayes estimator; Primary 62C12 -- Secondary 62F05; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2015.1066820
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: In this paper, we study the empirical Bayes (EB) estimation in continuous one-parameter exponential families under negatively associated (NA) samples and positively associated (PA) samples. Under certain regularity conditions, it is shown that the convergence rates of proposed EB estimators under NA or PA samples are the same as those of EB estimators under independent observations, which significantly improve the existing results in EB estimation under associated samples.