GE损失下单边截断型分布族参数的EB估计

Empirical Bayes Estimation for the Parameter of One-side Truncated Families with GE Loss

在非对称损失函数-GE损失函数下,利用非参数核密度估计方法,构造了单边截断型分布族未知参数的经验Bayes(EB)估计,并在适当条件下,证明了它的收敛速度,最后,给出了一个例子说明适合定理条件的先验分布是存在的。

In this paper, Bayes estimator of the unknown parameter in one - side truncated distribution is derived, and empirical Bayes （EB） estimators are constructed by the kernel estimation method. Convergence rates of the EB estimators are established. Finally, an example concerning the main results is given.