Empirical Bayes Estimation of Probability Density Function with Dirichlet Process Prior

J. K. Ghorai and V. Susarla
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J. K. Ghorai: University of Wisconsin-Milwaukee
V. Susarla: University of Wisconsin-Milwaukee

A chapter in Probability and Statistical Inference, 1982, pp 101-114 from Springer

Abstract: Abstract Two sequences of empirical Bayes (e.B.) estimators for the density function are proposed. It is shown that these e.B. estimators are asymptotically optimal (a.o.). The rate of a.o. for one of the sequences has been derived in a special case. The other estimator is a.o. with a rate n-γ/3 for some γ, 0

Keywords: Probability Density Function; Kernel Function; DIRICHLET Process; Jump Point; Small Simulation Study (search for similar items in EconPapers)
Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-7840-9_11

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DOI: 10.1007/978-94-009-7840-9_11

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