Asymptotical Behavior of EB Estimator for Two-parameter Exponential Distribution Family

This paper is to discuss the Bayes estimation about location parameter of two-parameter exponential distribution under a LINEX loss function.Under the iid samples,use the method of kernel density estimates to construct probability density estimation of marginal distribution,According to the parameter's Bayes estimation form,obtain its empirical Bayes(EB) estimation function.It can be proved that the given EB estimation function is asymptotic optimal under certain conditions and obtain its convergence rate.Finally,examples are given to show that the priori distribution of parameter exists under suitable condition.