Convergence rate of empirical Bayes estimation for two-dimensional truncation parameters under linex loss

DOI10.1016/J.INS.2004.03.014MaRDI QIDQ2486002zbMATH OpenOpenAlexFDO

Authors Yimin Shi, Shesheng Gao, Xiaolin Shi

Publication date 5 August 2005

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2004.03.014

zbMATH Keywords

Convergence rateEmpirical Bayes estimationKernel functionLinex loss

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Bayesian analysis of disturbances variance in the linear regression model under asymmetric loss functions
• Bayesian approach to life testing and reliability estimation using asymmetric loss function
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
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Cited in

(5)

• Convergence rate of empirical Bayes test with truncation parameters under the linex loss
• Empirical Bayes estimation for truncation parameters
• Empirical Bayes estimation for the parameter of two-dimensional one-side truncated distribution families with Linex loss
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