Monotone empirical Bayes estimators for the continuous one-parameter exponential family

Autor:	Th. Stijnen, J. C. van Houwelingen
Rok vydání:	1983
Předmět:	Statistics and Probability Mathematical optimization Bayes' theorem Exponential family Monotone polygon Consistency (statistics) Estimator Applied mathematics Contrast (statistics) Isotonic regression Statistics Probability and Uncertainty Marginal distribution Mathematics
Zdroj:	Statistica Neerlandica. 37:29-43
ISSN:	1467-9574 0039-0402
DOI:	10.1111/j.1467-9574.1983.tb00796.x
Popis:	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 computation.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1a1210a3fcdaab3393472056c1926b50 https://doi.org/10.1111/j.1467-9574.1983.tb00796.x Zobrazit plný text záznamu Plný text