Empirical Bayes Estimation of Probability Density Function with Dirichlet Process Prior
Published 1 January 1982
J. K. Ghorai, V. Susarla
Citations4
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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 < γ < 1. Finally the results of a small simulation study are presented.
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Computer ScienceMathematics
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