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| 摘要: |
| 本文在强混合样本下，利用平均化的思想，研究了一类单参数指数族参数的经验贝叶斯估计，在一定假设条件下得到了该经验贝叶斯估计收敛速度.推广了之前文献的结果，同时，在β混合样本下对该经验贝叶斯估计的风险与贝叶斯估计的风险之间的差值进行了数值模拟. |
| 关键词: 单参数指数族 经验贝叶斯估计 递归核估计 强混合 平均化 |
| DOI： |
| 分类号:O212.1 |
| 基金项目:国家自然科学基金资助（11171263）. |
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| AVERAGE EMPIRICAL BAYES ESTIMATION FOR ONE-PARAMETER EXPONENTIAL FAMILIES UNDER STRONG MIXING SAMPLES |
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WANG Jia-wei,LIU Lu-qin
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| Abstract: |
| In this paper, the Empirical Bayes(EB) Estimator is investigated by using an average method under strong mixing samples. Meanwhile the convergence rates of proposed EB estimators are obtained under suitable conditions, which generalize some results in literature. The simulation result shows the performance of EB Estimation under β mixing samples. |
| Key words: One-parameter exponential families empirical bayes estimation recursive kernel estimation strong mixing average method |
