Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables

DOI10.1016/S0378-3758(02)00108-8zbMath1014.62007MaRDI QIDQ1873084

Shunpu Zhang, Rohana J. Karunamuni

Publication date: 19 May 2003

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

zbMATH Keywords

empirical Bayesrates of convergenceerrors in variablesasymptotically optimal

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) 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

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• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Bayes and empirical Bayes estimation with errors in variables
• Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family
• Deconvolving kernel density estimators
• Optimal Rates of Convergence for Deconvolving a Density
• Deconvolution with supersmooth distributions
• The Empirical Bayes Approach to Statistical Decision Problems
• An Empirical Bayes Approach to the Testing of Certain Parametric Hypotheses
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• Boundary bias correction for nonparametric deconvolution

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