Optimal rate of empirical Bayes tests for lower truncation parameters.

DOI10.1016/J.SPL.2003.07.016zbMath1048.62010OpenAlexW2008196384MaRDI QIDQ1423073

Shanti S. Gupta, Jian-jun Li

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.07.016

zbMATH Keywords

MinimaxEmpirical BayesOptimal rate of convergenceRegret

Mathematics Subject Classification ID

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

Related Items (4)

Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribu\-tion ⋮ Empirical Bayes Testing for Double Exponential Distributions ⋮ Empirical Bayes Testing for Uniform Distributions: Non Identical Components Case ⋮ Robust empirical Bayes tests for continuous distributions

Cites Work

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• Geometrizing rates of convergence. II
• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Estimation of prior distribution and empirical Bayes estimation in a nonexponential family
• Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function
• Empirical Bayes estimation for truncation parameters
• Convergence rates for empirical Bayes estimation of the scale parameter in a Pareto distribution
• The Empirical Bayes Approach to Statistical Decision Problems

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