Nonparametric empirical bayes estimation of certain funtionals
Malay Ghosh · Communication in Statistics- Theory and Methods · 1985
For estimating functionals of the form ∫∫φ(x,y)dF(x) dF(y), nonparametric empirical Bayes estimators are developed which are competitors of the classical U-statistics. Asymptotic optimality of the proposed estimators is proved