Empirical Bayes test for scale exponential family
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- 作者：Li Wei (1) cecily@usfc.edu
Lai-sheng Wei (1) - 关键词：scale exponential family ; empirical Bayes test ; asymptotical optimality ; convergence rate
- 刊名：Frontiers of Mathematics in China
- 出版时间：June 2006
- 出版年：2006
- 期刊代码：pc581_1673-3452
- 类别：mat
- 卷：1
- 期：2
- 页码：303-315
- 数据来源：sp
摘要
In this paper, we consider the empirical Bayes (EB) test problem for the scale parameters in the scale exponential family with a weighted linear loss function. The EB test rules are constructed by the kernel estimation method. The asymptotical optimality and convergence rates of the EB test rules are obtained. The main results are illustrated by applying the proposed test to type II censored data from the exponential distribution and to the test problem for the dispersion parameter in the linear regression model.