頁籤選單縮合
| 題 名 | Empirical Bayes Estimation of the Truncation Parameter with Linex Loss |
|---|---|
| 作 者 | Huang,Su-yun; Liang,Ta Chen; | 書刊名 | Statistica Sinica |
| 卷 期 | 7:3 1997.07[民86.07] |
| 頁 次 | 頁755-769 |
| 分類號 | 319.5 |
| 關鍵詞 | Asymptotic optimality; Empirical bayes estimator; Linex loss; Rate of convergence; Regret risk; |
| 語 文 | 英文(English) |
| 英文摘要 | This paper deals with the empirical Bayes estimation of the truncation position of the truncated family under the Linex loss. Nonparametric empirical Bayes estimator is proposed and its asymptotic optimality and rate are investigated. Under certain mild conditions without any differentiability assumption on either the prior or the marginal distribution, it is shown that the proposed empirical Bayes estimator is asymptotically optimal with convergence rate given. Simulation results on the performance of the proposed empirical Bayes estimator are also presented. |
本系統中英文摘要資訊取自各篇刊載內容。