2006 / September Volume 1 No.3
Monotone empirical Bayes test for a truncation parameter distribution using Linex loss
Published Date |
2006 / September
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Title | Monotone empirical Bayes test for a truncation parameter distribution using Linex loss |
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Pagination | 397-411 |
Abstract | This paper deals with a monotone empirical Bayes test $\delta^*_n$ for a truncation parameter distribution using the linex loss. The asymptotic optimality of $\delta^*_n$ is investigated. Under very mild conditions, it is shown that $\delta^*_n$ is asymptotically optimal with a rate of order $n^{-2/3}$. This rate improves the empirical Bayes test $\delta_n^{X\ S}$ of Xu and Shi (2004) in the sense that faster convergence rate is
achieved under conditions relatively weaker than that assumed in Xu and Shi (2004).
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AMS Subject Classification |
62C12
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Received |
2005-06-21
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