The convergent rate of empirical bayes estimators for parameters of normal distribution family

This paper is a continuance of 1]. In 1] the empirical Bayes estimator of the parameter vector of normal distribution family was introduced, and for the loss function (1) its asymptotically optimal property was proved with respect to the prior distribution family (2). In this paper its convergent rate is given under stronger conditions than (2) for the prior distributions.Institute of Systems Science, Academia Sinica