›› 2007, Vol. 24 ›› Issue (1): 9-17.DOI: 10.7523/j.issn.2095-6134.2007.1.002
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WEI Li，KONG Sheng-Chun, WEI Lai-Sheng
Department of Statistics and Finance, USTC
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Abstract:
Ｉｎ ｔｈｉｓ ｐａｐｅｒ，ｔｈｅ ｅｍｐｉｒｉｃａ ｌＢａｙｅｓ（ＥＢ） ｔｅｓｔ ｐｒｏｂｌｅｍ ｏｆ ｔｈｅ ｐａｒａｍｅｔｅｒ ｆｏｒｓｃａｌｅ ｅｘｐｏｎｅｎｔｉａｌ ｆａｍｉｌｙ ｕｎｄｅｒ ｗｅｉｇｈｅｄ ｌｉｎｅａｒ ｌｏｓｓ ｆｕｎｃｔｉｏｎｓｉｓ ｄｉｓｃｕｓｓｅｄ．Ｔｈｅ ＥＢ ｔｅｓ ｔｒｕｌｅｓ ｉｓｃｏｎｓｔｒｕｃｔｅｄ ｂｙ ｔｈｅ ｋｅｒｎｅｌ ｅｓｔｉｍａｔｉｏｎ ｍｅｔｈｏｄ ｂａｓｅｄ ｏｎＢｅｓｓｅｌ ｆｕｎｃｔｉｏｎｓ．Ｕｎｄｅｒｓｕｉｔａｂｌｅ ｃｏｎｄｉｔｉｏｎｓｔｈｅ ｐｒｏｐｏｓｅｄ ＥＢ ｔｅｓｔ ｒｕｌｅｓ ａｒｅ ａ ｓｙｍｐｔｏｔｉｃａｌｌｙ ｏｐｔｉｍａｌ ｗｉｔｈ ｔｈｅ ｃｏｎｖｅｒｇｅｎｃｅ ｒａｔｅ Ｏ（ｎ－１（ｌｎｎ）６）．Ｆｉｎａｌｌｙ，ａｎ ｅｘａｍｐｌｅ ｓａｔｉｓｆｙｉｎｇ ｔｈｅ ｃｏｎｄｉｔｉｏｎｓ ｏｆ ｔｈｅ ｔｈｅｏｒｅｍ ｉｓ ｓｈｏｗｎ．
Key words: Ｓｃａｌｅ ｅｘｐｏｎｅｎｔｉａｌ ｆａｍｉｌｙ, ｅｍｐｉｒｉｃａｌ Ｂａｙｅｓ ｔｅｓｔ, Ｂｅｓｓｅｌ ｆｕｎｃｔｉｏｎ, ｃｏｎｖｅｒｇｅｎｃｅ ｒａｔｅ
CLC Number:
O212.1
WEI Li，KONG Sheng-Chun, WEI Lai-Sheng. The Convergence Rates for Empirical Bayes Test of the Parameter in Scale Exponential Family[J]. , 2007, 24(1): 9-17.
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URL: http://journal.ucas.ac.cn/EN/10.7523/j.issn.2095-6134.2007.1.002
http://journal.ucas.ac.cn/EN/Y2007/V24/I1/9
