Frontiers of Mathematics in China >

2006 , Vol. 1 >Issue 2: 303 - 315

DOI: https://doi.org/10.1007/s11464-006-0010-1

Empirical Bayes test for scale exponential family

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  • Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China;

Published date: 05 Jun 2006

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Abstract

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.

Cite this article

WEI Li, WEI Lai-sheng . Empirical Bayes test for scale exponential family[J]. Frontiers of Mathematics in China, 2006 , 1(2) : 303 -315 . DOI: 10.1007/s11464-006-0010-1

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