本文在刻度平方误差损失函数下导出了刻度指数族分布中参数的Bayes估计.利用核估计的方法构造了参数的经验Bayes估计,在适当条件下得到了经验Bayes估计的收敛速度,推广了文献中的相关结果.
In this paper, the Bayesian estimator of the parameter in the scale-exponential family is derived under the sealed squared error loss function. By the method of Kernel estimation, the empirical Bayesian estimator of the parameter is then constructed. Finally, the convergence rate of the EB estimator is established, which generalizes some results in literature.