Monotone empirical Bayes estimators for the continuous one‐parameter exponential family
作者:
J.C. van Houwelingen,
Th. Stijnen,
期刊:
Statistica Neerlandica
(WILEY Available online 1983)
卷期:
Volume 37,
issue 1
页码: 29-43
ISSN:0039-0402
年代: 1983
DOI:10.1111/j.1467-9574.1983.tb00796.x
出版商: Blackwell Publishing Ltd
关键词: empirical Bayes;monotone estimator;density estimator;mode estimator;consistency;isotonic regression
数据来源: WILEY
摘要:
Abstract A class of empirical Bayes estimators (EBE's) is proposed for estimating the natural parameter of a one‐parameter exponential family. In contrast to related EBE's proposed and investigated until now, the EBE's presented in this paper possess the nice property of being monotone by construction. Based on an arbitrary reasonable estimator of the underlying marginal density, a simple algorithm is given to construct a monotone EBE. Two representations of these EBE's are given, one of which serves as a tool in establishing asymptotic results, while the other one, related with isotonic regression, proves useful in the actual computat
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