On Estimating Mixing Densities in Discrete Exponential Family Models
On Estimating Mixing Densities in Discrete Exponential Family Models
This paper concerns estimating a mixing density function $g$ and its derivatives based on iid observations from $f(x) = \int f(x \mid \theta)g(\theta)d\theta$, where $f(x \mid \theta)$ is a known exponential family of density functions with respect to the counting measure on the set of nonnegative integers. Fourier methods are …