Rates of Convergence in Empirical Bayes Estimation Problems: Continuous Case
Rates of Convergence in Empirical Bayes Estimation Problems: Continuous Case
In this paper we construct sequences of estimators for a density function and its derivatives, which are not assumed to be uniformly bounded, using classes of kernel functions. Utilizing these estimators, a sequence of empirical Bayes estimators is proposed. It is found that this sequence is asymptotically optimal in the …