Testing in two parameter exponential distributions via empirical Bayes method

DOI10.1007/s12190-008-0181-xzbMath1183.62010OpenAlexW1969048562MaRDI QIDQ1032030

Wen-Tao Huang, Ching-Jui Shih

Publication date: 23 October 2009

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12190-008-0181-x

zbMATH Keywords

rate of convergenceempirical Bayesasymptotically optimalregret

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Empirical Bayes testing for guarantee lifetime: Non identical components case

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Monotone empirical Bayes test for uniform distributions using the maximum likelihood estimator of a decreasing density
• Convergence rates for empirical Bayes estimation in the uniform U(0,\(\theta\) ) distribution
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Estimation of prior distribution and empirical Bayes estimation in a nonexponential family
• Empirical Bayes linear loss hypothesis testing in a non-regular exponential family
• Simultaneously selecting normal populations close to a control
• Empirical Bayes estimation of the scale parameter in a Pareto distribution
• Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function
• Convergence rates for empirical Bayes estimation of the scale parameter in a Pareto distribution

This page was built for publication: Testing in two parameter exponential distributions via empirical Bayes method