Abstract
Bayes-empiric Bayes estimation of the parameter of certain one parameter discrete exponential families based on orthogonal polynomials on an interval (a, b) is introduced. The resulting estimator is shown to be asymptotically optimal. The application of this method to three special distributions, the binomial, Poisson and negative binomial, is discussed.
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The first author was supported by NSF grant DCR-8504620.
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Walter, G.G., Hamedani, G.G. Bayes empirical Bayes estimation for discrete exponential families. Ann Inst Stat Math 41, 101–119 (1989). https://doi.org/10.1007/BF00049112
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DOI: https://doi.org/10.1007/BF00049112