Empirical bayes analysis for the parameter of truncation distribution under Ø-mixing Samples
Juan Huang · International Journal of Mathematics & Statistics/International journal of mathematics and statistics · 2014
In this paper, by using the kernel-type density estimation , the empirical Bayes test rule for the continuous one-parameter exponential family is constructed under O-mixing samples. The asymptotically optimal property and convergence rates for the proposed EB test are obtained under suitable conditions.