A note on Bayes empirical Bayes estimation by means of Dirichlet processes

Bayes estimators are derived by means of the Dirichlet process hyperprior approach for general empirical Bayes problems. For any sample size, these estimators are expressed concisely as ratios of two multidimensional integrals. A numerical example on Poisson sampling is given.

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Year of publication:	1986
Authors:	Kuo, Lynn
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 3, p. 145-150
Publisher:	Elsevier
Keywords:	Dirichlet process mixtures of Dirichlet processes Bayesian nonparametric density method Bayes empirical Bayes estimation compound Poisson distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138342