Empirical Bayes linear loss hypothesis testing in a non-regular exponential family
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Publication:1345551
DOI10.1016/0378-3758(94)00012-KzbMath0811.62011MaRDI QIDQ1345551
Publication date: 4 May 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
rates of convergence; strong consistency; asymptotic optimality; minimum Bayes risk; asymptotic optimal empirical Bayes; nonregular family; nonregular translated exponential family; two-action problem; uniformly strongly consistent estimators
62C12: Empirical decision procedures; empirical Bayes procedures
62F05: Asymptotic properties of parametric tests
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