In this paper, we construct the EB estim ation for the parameter of the two-dimensional one side truncat ed distribution fam ilies using Linex loss. The convergence rate of EB estimation is given and it is shown tha...In this paper, we construct the EB estim ation for the parameter of the two-dimensional one side truncat ed distribution fam ilies using Linex loss. The convergence rate of EB estimation is given and it is shown that the proposed empirical Bayes estimaiton can be arbitrarily close to 1 under certain conditions.展开更多
In this paper we propose an absolute error loss EB estimator for parameter of one-side truncation distribution families. Under some conditions we have proved that the convergence rates of its Bayes risk is o, where 0&...In this paper we propose an absolute error loss EB estimator for parameter of one-side truncation distribution families. Under some conditions we have proved that the convergence rates of its Bayes risk is o, where 0<λ,r≤1,Mn≤lnln n (for large n),Mn→∞ as n→∞.展开更多
In this paper we consider the empirical Bayes (EB) estimation problem for estimable function of regression coefficient in a multiple linear regression model Y=Xβ+e. where e with given β has a multivariate standard n...In this paper we consider the empirical Bayes (EB) estimation problem for estimable function of regression coefficient in a multiple linear regression model Y=Xβ+e. where e with given β has a multivariate standard normal distribution. We get the EB estimators by using kernel estimation of multivariate density function and its first order partial derivatives. It is shown that the convergence rates of the EB estimators are under the condition where an integer k > 1 . is an arbitrary small number and m is the dimension of the vector Y.展开更多
The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which ...The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which the asymptotic optimality and convergence rates are obtained.Finally,an example concerning the main result is given.展开更多
文摘In this paper, we construct the EB estim ation for the parameter of the two-dimensional one side truncat ed distribution fam ilies using Linex loss. The convergence rate of EB estimation is given and it is shown that the proposed empirical Bayes estimaiton can be arbitrarily close to 1 under certain conditions.
文摘In this paper we propose an absolute error loss EB estimator for parameter of one-side truncation distribution families. Under some conditions we have proved that the convergence rates of its Bayes risk is o, where 0<λ,r≤1,Mn≤lnln n (for large n),Mn→∞ as n→∞.
文摘In this paper we consider the empirical Bayes (EB) estimation problem for estimable function of regression coefficient in a multiple linear regression model Y=Xβ+e. where e with given β has a multivariate standard normal distribution. We get the EB estimators by using kernel estimation of multivariate density function and its first order partial derivatives. It is shown that the convergence rates of the EB estimators are under the condition where an integer k > 1 . is an arbitrary small number and m is the dimension of the vector Y.
基金Supported by the NNSF of China（70471057）Supported by the Natural Science Foundation of the Education Department of Shannxi Province（03JK065）
文摘The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which the asymptotic optimality and convergence rates are obtained.Finally,an example concerning the main result is given.
