Robust empirical Bayes tests for continuous distributions

DOI10.1016/J.JSPI.2009.07.011zbMATH Open1177.62006OpenAlexW2072161633MaRDI QIDQ1036728FDOQ1036728

Jingjing Wu, Jianjun Li, Rohana J. Karunamuni

Publication date: 13 November 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.07.011

Recommendations

• Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family
• Robust empirical Bayes tests for discrete distributions
• Empirical Bayes test problem of the parameter for the continuous one-parameter exponential family
• scientific article; zbMATH DE number 769870
• Some improvements on empirical bayes testing in lebesgue-exponential families

zbMATH Keywords

rates of convergenceasymptotic optimalityregretmonotone tests

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• Title not available (Why is that?)
• Statistical decision theory and Bayesian analysis. 2nd ed
• Smooth discrimination analysis
• Data Analysis Using Stein's Estimator and its Generalizations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal aggregation of classifiers in statistical learning.
• Fast learning rates for plug-in classifiers
• The Empirical Bayes Approach to Statistical Decision Problems
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• On an empirical Bayes test for a normal mean.
• Rates of convergence of empirical Bayes tests for a normal mean
• Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family
• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Optimal rate of convergence of monotone empirical Bayes tests for normal means
• Empirical Bayes testing for a normal mean: variance unknown case
• Title not available (Why is that?)
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• On the asymptotic behaviour of empirical Bayes tests for the continuous one-parameter exponential family
• On empirical Bayes testing with sequential components
• Empirical Bayes rules and Gaussian processes
• Some empirical Bayes results in the case of component problems with varying sample sizes for discrete exponential families
• Optimal rate of empirical Bayes tests for lower truncation parameters.
• On optimal convergence rate of empirical Bayes tests
• Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables
• Monotone empirical Bayes tests with optimal rate of convergence for a truncation parameter
• Robust empirical Bayes tests for discrete distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Monotone empirical Bayes test for the exponential distribution

Cited In (9)

• Empirical Bayes inference for the parameter of power distribution based on ranked set sampling
• Robust empirical Bayes tests for discrete distributions
• On the bounded regret of empirical bayes estimators
• Rates of convergence of empirical Bayes tests for a normal mean
• Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family
• One-step minimum Hellinger distance estimation
• Empirical Bayes Testing for Uniform Distributions: Non Identical Components Case
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Robust empirical Bayes tests for continuous distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1036728)