The Empirical Bayes Estimation of the Location Parameter in Double-Exponential Family under the LINEX Loss Function |
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| Authors: | You You Zhou Ling |
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| Affiliation: | Department of Public Foundation Teaching, Auhui Technical College of Mechanical and Electrical Engineering; School of Mathematics and Computer Science, Anhui Normal University |
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| Abstract: | In this paper, we derive the Bayes estimator of the locationparameter in double-exponential family under the LINEX loss function, and then constructthe corresponding empirical Bayes estimator. It is shown that the empirical Bayesestimator is asymptotically optimal with convergence rate being ,, where 1/2
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| Keywords: | |
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