Empirical Bayes estimation of the truncation parameter with asymmetric loss function using NA samples

被引：0

作者：

Shi Y. ^{[1
]}

Shi X. ^{[1
]}

Gao S. ^{[1
]}

机构：

[1] Department of Applied Mathematics, NW. Polytechnical University, Xi'an

来源：

Journal of Applied Mathematics and Computing | 2004年 / 14卷 / 1-2期

关键词：

Asymmetric Linex loss; Convergence rate; Empirical Bayes estimation; Negatively associated samples;

D O I：

10.1007/BF02936116

中图分类号：

学科分类号：

摘要：

We construct the empirical Bayes (EB)estimation of the parameter in two-side truncated distribution families with asymmetric Linex loss using negatively associated (NA) samples. The asymptotical optimality and convergence rate of the EB estimation is obtained. We will show that the convergence rate can be arbitrarily close to O(n-q), q = λs(δ - 2)/δ(s + 2).

引用

页码：305 / 317

页数：12

共 50 条

[1] A comment on "empirical Bayes estimation of the truncation parameter with asymmetric loss function using NA samples"
Liang T.
Journal of Applied Mathematics and Computing, 2005, 19 (1-2) : 147 - 149
[2] Empirical Bayes estimation of the truncation parameter with Linex loss
Huang, SY
Liang, TC
STATISTICA SINICA, 1997, 7 (03) : 755 - 769
[3] Two-sided empirical Bayes test for truncation parameter using NA samples
Shi, YM
Shi, XL
Yan, J
INFORMATION SCIENCES, 2005, 173 (1-3) : 65 - 74
[4] MONOTONE EMPIRICAL BAYES TEST FOR A TRUNCATION PARAMETER DISTRIBUTION USING LINEX LOSS
Liang, Tachen
BULLETIN OF THE INSTITUTE OF MATHEMATICS ACADEMIA SINICA NEW SERIES, 2006, 1 (03): : 397 - 411
[5] Empirical Bayes estimation for truncation parameters
Ma, YM
Balakrishnan, N
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2000, 84 (1-2) : 111 - 120
[6] An empirical Bayes procedure for testing a truncation parameter
Rekab, K
Tahir, M
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1996, 25 (06) : 1383 - 1390
[7] Sequential estimation of exponential location parameter using an asymmetric loss function
Chattopadhyay, S
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2000, 29 (04) : 783 - 795
[8] Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function
Hwang, Leng-Cheng
Lee, Cheng-Hung
SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2012, 31 (01): : 3 - 21
[9] EMPIRICAL BAYES ESTIMATION OF BINOMIAL PARAMETER
MARTZ, HF
LIAN, MG
BIOMETRIKA, 1974, 61 (03) : 517 - 523
[10] EMPIRICAL BAYES TESTING PROCEDURES IN SOME NONEXPONENTIAL FAMILIES USING ASYMMETRIC LINER LOSS FUNCTION
HUANG, SY
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1995, 46 (03) : 293 - 309

← 1 2 3 4 5 →