Convergence rates for empirical bayes estimators of parameters in multi-parameter exponential families
Hengqing Tong · Communication in Statistics- Theory and Methods · 1996
This paper obtains the convergence rates of the empirical Bayes estimators of parameters in the multi-parameter exponential families. The rates can approximate to 0(n=1) arbitrarily. The paper presents the multivariate orthogonal polynomials which are continuous on the total space Rp.