کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148934 957856 2006 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Optimal rate of convergence of monotone empirical Bayes tests for normal means
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Optimal rate of convergence of monotone empirical Bayes tests for normal means
چکیده انگلیسی
This paper studies monotone empirical Bayes tests (MEBTs) for N(θ,1) under a linear loss. The purpose is to give a complete answer to an open problem raised by Karunamuni [1996. Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family. Ann. Statist. 24, 212-231] and Liang [2000. On an empirical Bayes test for a normal mean. Ann. Statist. 28, 648-655] on the optimal rate of MEBTs. Through a novel construction of “hardest 2-point subproblems”, a lower bound rate O(n-1(lnn)1.5) is derived. This lower bound rate is shown to be achievable and therefore it is optimal.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 136, Issue 7, 1 July 2006, Pages 2352-2366
نویسندگان
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