Optimal rate of empirical Bayes tests for lower truncation parameters

Jianjun Li and Shanti S. Gupta

Statistics & Probability Letters, 2003, vol. 65, issue 3, 177-185

Abstract: In this paper, we consider the one-sided testing problem for lower truncation parameters through the empirical Bayes approach. The optimal rate of the monotone empirical Bayes tests is obtained and a test [delta]n achieving the optimal rate is constructed.

Keywords: Empirical; Bayes; Regret; Optimal; rate; of; convergence; Minimax (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00249-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:65:y:2003:i:3:p:177-185

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().