On optimal convergence rate of empirical Bayes tests

DOI10.1016/j.spl.2004.02.011zbMath1060.62006OpenAlexW1981797212MaRDI QIDQ1770078

Ta Chen Liang

Publication date: 7 April 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2004.02.011

zbMATH Keywords

Hellinger distanceasymptotic optimality

Mathematics Subject Classification ID

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

Related Items (1)

Robust empirical Bayes tests for continuous distributions

Cites Work

• Asymptotic methods in statistical decision theory
• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family
• The Empirical Bayes Approach to Statistical Decision Problems
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case

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