×

Emprical Bayes test for one-side truncation parameters with asymmetric loss functions using NA samples. (English) Zbl 1092.62004

Summary: In the case of negatively associated (NA) samples, this paper is to investigate empirical Bayes tests of parameters in one-side truncated distribution families under the asymmetric loss function of the form \[ L(\theta,\theta_0)=k_1(\theta-\theta_0)^2I_{(\theta<\theta_0)}+ \bigl[k_1(\theta-\theta_0)^2+k_2(\theta-\theta_0)\bigr]I_{(\theta\geq \theta_0)},\quad k_i\geq 0,\;i=1,2. \] Kernel estimation of probability density functions is used to construct EB test functions, and their asymptotic optimality is obtained.

MSC:

62C12 Empirical decision procedures; empirical Bayes procedures
PDFBibTeX XMLCite