Monotone Empirical Bayes Test for a Truncation Parameter Distribution Using Linex Loss by Tachen Liang

@inproceedings{Liang2013MonotoneEB,
  title={Monotone Empirical Bayes Test for a Truncation Parameter Distribution Using Linex Loss by Tachen Liang},
  author={Tachen Liang},
  year={2013}
}
This paper deals with a monotone empirical Bayes test δ∗ n for a truncation parameter distribution using the linex loss. The asymptotic optimality of δ∗ n is investigated. Under very mild conditions, it is shown that δ∗ n is asymptotically optimal with a rate of order n. This rate improves the empirical Bayes test δ n of Xu and Shi (2004) in the sense that faster convergence rate is achieved under conditions relatively weaker than that assumed in Xu and Shi (2004).