Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family

DOI10.1214/AOS/1033066207zbMath0853.62011OpenAlexW2047165778MaRDI QIDQ1922404

Rohana J. Karunamuni

Publication date: 9 January 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1033066207

zbMATH Keywords

rates of convergencekernel density estimatescontinuous one-parameter exponential familymonotone testsasymptotic minimax-type lower boundsempirical Bayes linear loss two-action problemoptimal asymptotic minimax propertyunconditional regret

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12) Asymptotic properties of parametric tests (62F05)

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Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• On the asymptotic behaviour of empirical Bayes tests for the continuous one-parameter exponential family
• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Some improvements on empirical bayes testing in lebesgue-exponential families
• The Empirical Bayes Approach to Statistical Decision Problems
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case

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