A note on Bayes empirical Bayes estimation by means of Dirichlet processes

Lynn Kuo

Statistics & Probability Letters, 1986, vol. 4, issue 3, 145-150

Abstract: Bayes estimators are derived by means of the Dirichlet process hyperprior approach for general empirical Bayes problems. For any sample size, these estimators are expressed concisely as ratios of two multidimensional integrals. A numerical example on Poisson sampling is given.

Keywords: Dirichlet; process; mixtures; of; Dirichlet; processes; Bayesian; nonparametric; density; method; Bayes; empirical; Bayes; estimation; compound; Poisson; distribution (search for similar items in EconPapers)
Date: 1986
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