Negative associated samples empirical Bayes test asymptotic optimality convergence rates
Issue Date:
2014
Publisher:
Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences
Citation:
Serdica Mathematical Journal, Vol. 40, No 1, (2014), 77p-88p
Abstract:
By using weighted kernel-type density estimator, the empirical Bayes test rules for parameter of Exponential-Weibull distribution are constructed and the asymptotically optimal property is obtained under negative associated samples. It is shown that the convergence rates of the proposed EB test rules can arbitrarily close to O(n^−1/2) under very mild conditions. 2010 Mathematics Subject Classification: 62C12, 62F12.
