On the convergence rates of a monotone empirical Bayes test for uniform distributions

DOI10.1016/0378-3758(90)90092-9zbMath0705.62017MaRDI QIDQ918064

Ta Chen Liang

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90092-9

zbMATH Keywords

convergence rates; asymptotically optimal; Bayes rule; least-concave majorant; monotone decision problem; sequence of monotone empirical Bayes tests; two-action decision problems; uniform distributions

Mathematics Subject Classification ID

62C12: Empirical decision procedures; empirical Bayes procedures

62F05: Asymptotic properties of parametric tests

Related Items

Monotone empirical Bayes tests for some discrete nonexponential families, Empirical Bayes linear loss hypothesis testing in a non-regular exponential family, Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function

Cites Work

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• Monotone empirical Bayes test for uniform distributions using the maximum likelihood estimator of a decreasing density
• Empirical Bayes rules for selecting good populations
• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimation of a Probability Density Function and Its Derivatives
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case