Empirical Bayes estimation for Borel-Tanner distributions

  • Liang T
  • 2

    Readers

    Mendeley users who have this article in their library.
  • 2

    Citations

    Citations of this article.

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- λ / 2) for some number λ, 0 < λ < 2. An example fulfilling the required condition for convergence is also provided. © 2009 Elsevier B.V. All rights reserved.

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document

Authors

  • TaChen Liang

Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free