| 刻度指数族参数的经验Bayes检验问题 |
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| 引用本文： | 魏莉,韦来生.刻度指数族参数的经验Bayes检验问题[J].中国科学技术大学学报,2004,34(1):1-10. |
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| 作者姓名： | 魏莉 韦来生 |
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| 作者单位： | 中国科学技术大学统计与金融系,安徽,合肥,230026 |
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| 摘 要： | 论文在加权“线性损失”下讨论刻度指数族中参数的经验Bayes(EB)检验问题．利用概率密度函数及其导数的核估计方法构造了EB检验函数，并证明它的渐近最优性，获得其收敛速度．最后，给出两个应用．
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| 关 键 词： | 刻度指数族 经验Bayes检验 渐近最优性 收敛速度 |
| 文章编号： | 0253-2778(2004)01-0001-10 |
The Empirical Bayes Test Problem of Parameter for Scale Exponential Family |
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| WEI Li,WEI Lai sheng.The Empirical Bayes Test Problem of Parameter for Scale Exponential Family[J].Journal of University of Science and Technology of China,2004,34(1):1-10. |
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| Authors: | WEI Li WEI Lai sheng |
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| Abstract: | In this paper,the empirical Bayes (EB) test problem of parameter for scale exponential family under weighed linear loss function has been discussed. The EB test rules are constructed by kernel estimation method. The asymptotically optimality and convergence rates of EB test rules are obtained. Finally, two applications of the main results are shown. |
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| Keywords: | scale exponential family empirical Bayes test asymptotically optimality convergence rates |
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