摘要
Under square loss, this paper constructs the empirical Bayes（EB） estimation for the parameter of normal distribution which has both asymptotic optimality and admissibility. Moreover, the convergence rate of the EB estimation obtained is proved to be O（n^-1）.
基金
Supported by the Natural Science Foundation of China(70471057)
Supported by the Natural Science Foundation of Education Department of Shaanxi Province(03JK065)
