Empirical Bayes test of regression coefficient in a multiple linear regression model

DOI10.1007/BF02019151zbMath0716.62006OpenAlexW2014117089MaRDI QIDQ753311

Lai-Sheng Wei

Publication date: 1990

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02019151

zbMATH Keywords

convergence ratesempirical Bayesmultiple linear regression modelasymptotical optimality propertyEB test decision rulefirst order partial derivativeskernel estimation of multivariate density function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

The asymptotically optimal empirical Bayes estimation in multiple linear regression model ⋮ The convergence rates of empirical Bayes estimation in a multiple linear regression model ⋮ Modeling of daily confirmed Saudi COVID-19 cases using inverted exponential regression ⋮ Empirical likelihood ratio tests for the linear regression model with inequality constraints

Cites Work

• Empirical Bayes estimation in a multiple linear regression model
• On the asymptotic behaviour of empirical Bayes tests for the continuous one-parameter exponential family
• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case

This page was built for publication: Empirical Bayes test of regression coefficient in a multiple linear regression model