Convergence rates for empirical Bayes estimation of the scale parameter in a Pareto distribution

DOI10.1016/0167-9473(93)90243-MzbMath0875.62037MaRDI QIDQ2563670

Ta Chen Liang

Publication date: 10 November 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(93)90243-m

zbMATH Keywords

rate of convergence; empirical Bayes; asymptotically optimal

Mathematics Subject Classification ID

62F10: Point estimation

62C12: Empirical decision procedures; empirical Bayes procedures

Related Items

Bayesian one-sample prediction of future observations under Pareto distribution, Pareto Regression: A Bayesian Analysis, Monotone empirical Bayes tests for some discrete nonexponential families, Testing in two parameter exponential distributions via empirical Bayes method, Optimal rate of empirical Bayes tests for lower truncation parameters., Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function, Empirical Bayes estimation for truncation parameters, Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribu\-tion

Cites Work

• Rates of convergence in empirical Bayes estimation problems: Continuous case
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Empirical Bayes estimation of the scale parameter in a Pareto distribution
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