Open Access
Translator Disclaimer
March, 1985 On the Asymptotic Behaviour of Empirical Bayes Tests for the Continuous One-Parameter Exponential Family
Theo Stijnen
Ann. Statist. 13(1): 403-412 (March, 1985). DOI: 10.1214/aos/1176346601

Abstract

Several authors have proposed empirical Bayes tests (EBT) for the continuous one-parameter exponential family for the case that the prior distribution is completely unspecified. They investigated the convergence rate of the (unconditional) Bayes risk, and gave upper bounds for this convergence rate. In this paper it is proposed to study the convergence of the conditional Bayes risk. A method is presented which makes it possible to derive the exact convergence rate of the conditional risk and its limit distribution. Several results are given. Also the question is considered whether monotonizing an empirical Bayes test influences its asymptotic properties.

Citation

Download Citation

Theo Stijnen. "On the Asymptotic Behaviour of Empirical Bayes Tests for the Continuous One-Parameter Exponential Family." Ann. Statist. 13 (1) 403 - 412, March, 1985. https://doi.org/10.1214/aos/1176346601

Information

Published: March, 1985
First available in Project Euclid: 12 April 2007

zbMATH: 0588.62010
MathSciNet: MR773176
Digital Object Identifier: 10.1214/aos/1176346601

Subjects:
Primary: 62C12
Secondary: 62F05

Rights: Copyright © 1985 Institute of Mathematical Statistics

JOURNAL ARTICLE
10 PAGES


SHARE
Vol.13 • No. 1 • March, 1985
Back to Top