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

DOI10.1016/0167-9473(93)90243-MMaRDI QIDQ2563670zbMATH OpenOpenAlexFDO

Authors Tachen 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

asymptotically optimalempirical Bayesrate of convergence

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Point estimation (62F10)

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Cites work

• 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
• scientific article; zbMATH DE number 3124366 (Why is no real title available?)
• scientific article; zbMATH DE number 5604057 (Why is no real title available?)
• scientific article; zbMATH DE number 3587899 (Why is no real title available?)
• Rates of convergence in empirical Bayes estimation problems: Continuous case

Cited in

(12)

• Testing in two parameter exponential distributions via empirical Bayes method
• Optimal rate of empirical Bayes tests for lower truncation parameters.
• Empirical Bayes estimation of the scale parameter in a Pareto distribution
• 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
• Convergence rates in empirical Bayes problems with a weighted squared-error loss. The Pareto distribution case
• A lower bound for a measure of performance of an empirical Bayes estimator
• Bayesian one-sample prediction of future observations under Pareto distribution
• Pareto Regression: A Bayesian Analysis
• scientific article; zbMATH DE number 6739251 (Why is no real title available?)
• Monotone empirical Bayes tests for some discrete nonexponential families

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