Pareto分布参数的渐进最优与可容许的经验Bayes估计

Admissible and Asymptotically Optimal Empirical Bayes Estimation of the Pareto Parameter

在平方损失下,构造了一Pareto分布族参数a渐进最优与可容许的经验Bayes估计,并证明了估计的收敛速度O(n^(-1)).

This paper is to investigate the admissibility and asymptotic optimality of empirical Bayes estimation for parameter a of a pareto family using squared error loss and the proposed EB estimation.Also the convergence rate O(n^(-1)) is given.