Empirical Bayes test for the parameter of generalized Pareto distribution

MaRDI QIDQ2824934zbMATH OpenFDO

Authors Xiaopei Jing, Juling Zhou

Publication date 6 October 2016

Published in Mathematics in Practice and Theory (Search for Journal in Brave)

zbMATH Keywords

generalized Pareto distributionconvergence rateasymptotically optimalempirical Bayes test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Density estimation (62G07) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cited in

(6)

• Empirical Bayes inference for the parameter of Pareto distribution based on longitudinal data
• Empirical Bayes test for the parameter of Kumaraswamy distribution
• Empirical Bayes two-sided tests for the parameters of Pareto distributions for \(\alpha\)-mixing random samples
• Empirical Bayes two-sided test problem for the parameters of Pareto distributions with missing data
• Empirical Bayes test problem for the shape parameter of Lomax distribution with bounded data
• A default Bayesian procedure for the generalized Pareto distribution

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