Empirical Bayes estimation for Borel-Tanner distributions

TaChen Liang

Statistics & Probability Letters, 2009, vol. 79, issue 20, 2212-2219

Abstract: This work deals with empirical Bayes estimation for the reproduction parameter of Borel-Tanner distributions. Losses of two types are considered: squared and linex error losses. For each type of error loss, a nonparametric empirical Bayes estimator is proposed and its associated asymptotic optimality is investigated. It is shown that under a certain condition, the regrets of the proposed empirical Bayes estimators converge to zero at a rate O(n-[lambda]/2) for some number [lambda],0

Date: 2009
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