Nonparametric Empirical Bayes Estimation
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Marianna Pensky
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Article
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1999
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Elsevier Science
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English
โ 168 KB
We consider independent pairs (X 1 , 7 1 ), (X 2 , 7 2 ), ..., (X n , 7 n ), where each 7 i is distributed according to some unknown density function g(7) and, given 7 i =7, X i has conditional density function q(x | 7) of the Wishart type. In each pair the first component is observable but the seco