Rates of convergence of empirical Bayes tests for a normal mean

DOI10.1016/S0378-3758(02)00300-2zbMath1033.62009MaRDI QIDQ1869089

Marianna Pensky

Publication date: 9 April 2003

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

zbMATH Keywords

monotone tests

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62C12: Empirical decision procedures; empirical Bayes procedures

62F05: Asymptotic properties of parametric tests

Related Items

Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study, Empirical Bayes testing for equivalence, Robust empirical Bayes tests for continuous distributions, Optimal rate of convergence of monotone empirical Bayes tests for normal means, Empirical Bayes testing for a normal mean: variance unknown case, Robust empirical Bayes tests for discrete distributions

Cites Work

• Unnamed Item
• On the optimal rates of convergence for nonparametric deconvolution problems
• Statistical decision theory and Bayesian analysis. 2nd ed
• On the asymptotic behaviour of empirical Bayes tests for the continuous one-parameter exponential family
• Geometrizing rates of convergence. II
• Geometrizing rates of convergence. III
• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family
• The Empirical Bayes Approach to Statistical Decision Problems
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case