An empirical bayes procedure for testing a truncation parameter

DOI10.1080/03610929608831771MaRDI QIDQ4337200zbMATH OpenOpenAlexFDO

Authors K. Rekab, Mohamed Tahir

Publication date 5 November 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831771

zbMATH Keywords

Bayes riskconvergence ratetruncation parameterasymptotically optimalempirical Bayes decision procedure

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• Convergence rates for empirical Bayes estimation in the uniform U(0,\(\theta\) ) distribution
• 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
• Monotone empirical Bayes test for uniform distributions using the maximum likelihood estimator of a decreasing density
• Monotone empirical Bayes tests for the continuous one-parameter exponential family
• Rates of convergence in empirical Bayes estimation problems: Continuous case
• Solutions to empirical Bayes squared error loss estimation problems
• The Empirical Bayes Approach to Statistical Decision Problems

Cited in

(4)

• Two-sided empirical Bayes test for truncation parameter using NA samples
• scientific article; zbMATH DE number 1778179 (Why is no real title available?)
• Empirical Bayes test for the parameter of the truncated-type distribution families
• Optimal rate of empirical Bayes tests for lower truncation parameters.

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