Nonparametric empirical bayes estimation of certain funtionals

Abstract

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

Keywords:

• estimable functionals
• U-statistics
• Dirichlet process priors
• Bayes
• empirical Bayes
• asmptotic optimality