On Empirical Bayes Testing for a Location Parameter in a Shifted Gamma Distribution

DOI10.1081/STA-120017803zbMath1029.62007MaRDI QIDQ4795556

Ta Chen Liang

Publication date: 24 February 2003

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

zbMATH Keywords

rate of convergenceasymptotic optimalityregret

Mathematics Subject Classification ID

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

Related Items (4)

Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribu\-tion ⋮ One-sided empirical Bayes test for location parameter in Gamma distribution ⋮ Empirical Bayes Testing for Double Exponential Distributions ⋮ Two-sided empirical Bayes test for location parameter in the gamma distribution

Cites Work

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• Solutions to empirical Bayes squared error loss estimation problems
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• Empirical Bayes linear loss hypothesis testing in a non-regular exponential family
• Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function
• The Empirical Bayes Approach to Statistical Decision Problems
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case

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