On the asymptotic behaviour of empirical Bayes tests for the continuous one-parameter exponential family

DOI10.1214/AOS/1176346601zbMath0588.62010OpenAlexW1989164028MaRDI QIDQ1073474

Theo Stijnen

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346601

zbMATH Keywords

exact convergence ratecontinuous one-parameter exponential familyconvergence of conditional Bayes riskempirical Bayes testsmonotone test

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Asymptotic properties of parametric tests (62F05)

Related Items (7)

Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables ⋮ Optimal rate of convergence of monotone empirical Bayes tests for normal means ⋮ Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family ⋮ Empirical Bayes test of regression coefficient in a multiple linear regression model ⋮ Robust empirical Bayes tests for continuous distributions ⋮ Nonparametric empirical bayes procedures, asymptotic optimality And rates Of convergence For two‐tail tests In exponential family^* ⋮ Rates of convergence of empirical Bayes tests for a normal mean

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