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Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case

Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case

For a general discussion of empirical Bayes problems and motivation of the present paper see Section 1 of the previous paper [1]. In that paper we studied the convergence to Bayes optimality and its rate properties for empirical Bayes two-action problems in certain discrete exponential families. This paper continues that …