Empirical Bayes Testing for a Nonexponential Family Distribution

DOI10.1080/03610920601143675zbMath1121.62003OpenAlexW1970543358MaRDI QIDQ5421558

Lee-Shen Chen

Publication date: 24 October 2007

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

Full work available at URL: https://doi.org/10.1080/03610920601143675

zbMATH Keywords

rate of convergenceregretAsymptotically optimalnonexponential family distribution

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Asymptotic properties of parametric tests (62F05)

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Cites Work

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• Convergence rates for empirical Bayes estimation in the uniform U(0,\(\theta\) ) distribution
• On the convergence rates of empirical Bayes rules for two-action problems: Discrete case
• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• 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
• Monotone empirical Bayes tests for a discrete normal distribution
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case

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