Optimal rate of empirical Bayes tests for lower truncation parameters

In this paper, we consider the one-sided testing problem for lower truncation parameters through the empirical Bayes approach. The optimal rate of the monotone empirical Bayes tests is obtained and a test δ n achieving the optimal rate is constructed.

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Bibliographic Details
Published inStatistics & probability letters Vol. 65; no. 3; pp. 177 - 185
Main Authors Li, Jianjun, S. Gupta, Shanti
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 15.11.2003
Elsevier
SeriesStatistics & Probability Letters
Subjects
Combinatorial probability
Empirical Bayes
Empirical Bayes Regret Optimal rate of convergence Minimax
Exact sciences and technology
Mathematics
Minimax
Optimal rate of convergence
Probability and statistics
Probability theory and stochastic processes
Regret
Sciences and techniques of general use
Empirical Bayes
Regret
62C12
Minimax
Optimal rate of convergence
Bayes estimation
Bayes test
Optimal solution
Empirical method
Truncation parameter
Optimal rate
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Summary:In this paper, we consider the one-sided testing problem for lower truncation parameters through the empirical Bayes approach. The optimal rate of the monotone empirical Bayes tests is obtained and a test δ n achieving the optimal rate is constructed.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2003.07.016