An empirical bayes procedure for testing a truncation parameter

DOI10.1080/03610929608831771zbMath0875.62039OpenAlexW2089651493MaRDI QIDQ4337200

Mohamed Tahir, Kamel Rekab

Publication date: 5 November 1997

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

Full work available at URL: https://doi.org/10.1080/03610929608831771

zbMATH Keywords

convergence rateasymptotically optimalBayes risktruncation parameterempirical Bayes decision procedure

Mathematics Subject Classification ID

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

Cites Work

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• Monotone empirical Bayes test for uniform distributions using the maximum likelihood estimator of a decreasing density
• Convergence rates for empirical Bayes estimation in the uniform U(0,\(\theta\) ) distribution
• Rates of convergence in empirical Bayes estimation problems: Continuous case
• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Solutions to empirical Bayes squared error loss estimation problems
• 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
• The Empirical Bayes Approach to Statistical Decision Problems

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