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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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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Abstract 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.
AbstractList 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 [delta]n achieving the optimal rate is constructed.
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.
Author S. Gupta, Shanti
Li, Jianjun
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crossref_primary_10_1080_09720502_2016_1179490
crossref_primary_10_1016_j_spl_2006_04_034
crossref_primary_10_1016_j_jspi_2009_07_011
crossref_primary_10_1080_03610921003725812
crossref_primary_10_1080_03610920601125987
Cites_doi 10.1016/0167-9473(93)90243-M
10.1524/strm.2001.19.3.223
10.1016/S0378-3758(99)00113-5
10.1214/aoms/1177703729
10.1214/aos/1176348114
10.1016/0378-3758(90)90018-P
10.1214/aos/1176343596
10.1016/0378-3758(94)00112-9
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Issue 3
Keywords Empirical Bayes
Regret
62C12
Minimax
Optimal rate of convergence
Bayes estimation
Bayes test
Optimal solution
Empirical method
Truncation parameter
Optimal rate
Language English
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Donoho, Liu (BIB3) 1991; 19
Huang, Liang (BIB6) 1997; 7
Li, Gupta (BIB7) 2002; 12
Gupta, S., Li, J., 2001. Optimal rate of monotone empirical Bayes tests for lower truncation parameters. Technical Report 01–07, Statistics Department, Purdue University.
Huang (BIB5) 1995; 46
Balakrishnan, Ma (BIB1) 1997
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Huang (10.1016/j.spl.2003.07.016_BIB5) 1995; 46
Petrov (10.1016/j.spl.2003.07.016_BIB11) 1995
Balakrishnan (10.1016/j.spl.2003.07.016_BIB1) 1997
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Robbins (10.1016/j.spl.2003.07.016_BIB12) 1964; 35
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SubjectTerms 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
Title Optimal rate of empirical Bayes tests for lower truncation parameters
URI https://dx.doi.org/10.1016/j.spl.2003.07.016
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