On an empirical Bayes test for a normal mean.

DOI10.1214/AOS/1016218234zbMath1105.62301OpenAlexW1963858002MaRDI QIDQ1848792

Ta Chen Liang

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1016218234

zbMATH Keywords

rate of convergenceempirical BayesAsymptotically optimal

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (7)

Optimal rate of convergence of monotone empirical Bayes tests for normal means ⋮ Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study ⋮ Robust empirical Bayes tests for discrete distributions ⋮ Empirical Bayes testing for guarantee lifetime: Non identical components case ⋮ Empirical Bayes testing for a normal mean: variance unknown case ⋮ Empirical Bayes Testing for Double Exponential Distributions ⋮ Robust empirical Bayes tests for continuous distributions

Cites Work

• On the optimal rates of convergence for nonparametric deconvolution problems
• 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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