Rates of convergence of empirical Bayes tests for a normal mean

DOI10.1016/S0378-3758(02)00300-2zbMath1033.62009MaRDI QIDQ1869089

Marianna Pensky

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

monotone tests

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Empirical decision procedures; empirical Bayes procedures (62C12) Asymptotic properties of parametric tests (62F05)

Related Items (6)

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 equivalence ⋮ Empirical Bayes testing for a normal mean: variance unknown case ⋮ Robust empirical Bayes tests for continuous distributions

Cites Work

• On the optimal rates of convergence for nonparametric deconvolution problems
• Statistical decision theory and Bayesian analysis. 2nd ed
• On the asymptotic behaviour of empirical Bayes tests for the continuous one-parameter exponential family
• Geometrizing rates of convergence. II
• Geometrizing rates of convergence. III
• 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
• Unnamed Item

This page was built for publication: Rates of convergence of empirical Bayes tests for a normal mean