BAYES EMPIRICAL BAYES ESTIMATION FOR NATURAL EXPONENTIAL-FAMILIES WITH QUADRATIC VARIANCE FUNCTIONS

• 成果类型: Article
• 署名作者: WALTER, GG; HAMEDANI, GG
• 署名单位: Marquette University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348245
• 发表日期: 1991
• 页码: 1191-1224
• 关键词: probability; parameter

摘要

Certain orthogonal polynomials are employed to estimate the prior distribution of the parameter of natural exponential families with quadratic variance functions in an approach which combines Bayesian and nonparametric empirical Bayesian methods. These estimates are based on samples from the marginal distribution rather than the conditional distribution.