Convergence rates for empirical Bayes estimation of the scale parameter in a Pareto distribution

DOI10.1016/0167-9473(93)90243-MzbMath0875.62037OpenAlexW2075127983MaRDI QIDQ2563670

Ta Chen Liang

Publication date: 10 November 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(93)90243-m

zbMATH Keywords

rate of convergenceempirical Bayesasymptotically optimal

Mathematics Subject Classification ID

Point estimation (62F10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (8)

Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function ⋮ Monotone empirical Bayes tests for some discrete nonexponential families ⋮ Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribu\-tion ⋮ Optimal rate of empirical Bayes tests for lower truncation parameters. ⋮ Empirical Bayes estimation for truncation parameters ⋮ Pareto Regression: A Bayesian Analysis ⋮ Bayesian one-sample prediction of future observations under Pareto distribution ⋮ Testing in two parameter exponential distributions via empirical Bayes method

Cites Work

• Rates of convergence in empirical Bayes estimation problems: Continuous case
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Empirical Bayes estimation of the scale parameter in a Pareto distribution
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