Empirical Bayes Testing for Double Exponential Distributions

DOI10.1080/03610920601125987zbMath1315.62008OpenAlexW2112153341MaRDI QIDQ3593573

Ta Chen Liang

Publication date: 23 July 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601125987

zbMATH Keywords

rate of convergenceasymptotic optimalityregret

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (2)

Two-sided empirical Bayes test for location parameter in the gamma distribution ⋮ On empirical Bayes two-tail tests for double exponential distributions

Cites Work

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• Convergence rates for empirical Bayes estimation in the uniform U(0,\(\theta\) ) distribution
• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Empirical Bayes linear loss hypothesis testing in a non-regular exponential family
• Optimal rate of empirical Bayes tests for lower truncation parameters.
• On an empirical Bayes test for a normal mean.
• Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function
• On Empirical Bayes Testing for a Location Parameter in a Shifted Gamma Distribution
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case

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