For the multi-parameter discrete exponential family,we construct an empirical Bayes(EB)estimator of the vector-valued parameterθ.under some conditions,this estimator is proved to be asymptotically optimal.
Under square loss, this paper constructs the empirical Bayes（EB） estimation for the parameter of normal distribution which has both asymptotic optimality and admissibility. Moreover, the convergence rate of the EB e...Under square loss, this paper constructs the empirical Bayes（EB） estimation for the parameter of normal distribution which has both asymptotic optimality and admissibility. Moreover, the convergence rate of the EB estimation obtained is proved to be O（n^-1）.展开更多
The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which ...The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which the asymptotic optimality and convergence rates are obtained.Finally,an example concerning the main result is given.展开更多
In this paper, we construct the empirical B ay es test (EBT) for the parameter of the truncated-type distribution families. It is found that the proposed test is asymptotically optimal. The convergence rate of the EBT...In this paper, we construct the empirical B ay es test (EBT) for the parameter of the truncated-type distribution families. It is found that the proposed test is asymptotically optimal. The convergence rate of the EBT is given.展开更多
文摘For the multi-parameter discrete exponential family,we construct an empirical Bayes(EB)estimator of the vector-valued parameterθ.under some conditions,this estimator is proved to be asymptotically optimal.
基金Supported by the Natural Science Foundation of China(70471057)Supported by the Natural Science Foundation of Education Department of Shaanxi Province(03JK065)
文摘Under square loss, this paper constructs the empirical Bayes（EB） estimation for the parameter of normal distribution which has both asymptotic optimality and admissibility. Moreover, the convergence rate of the EB estimation obtained is proved to be O（n^-1）.
基金Supported by the NNSF of China（70471057）Supported by the Natural Science Foundation of the Education Department of Shannxi Province（03JK065）
文摘The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which the asymptotic optimality and convergence rates are obtained.Finally,an example concerning the main result is given.
文摘In this paper, we construct the empirical B ay es test (EBT) for the parameter of the truncated-type distribution families. It is found that the proposed test is asymptotically optimal. The convergence rate of the EBT is given.
