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A comment on “empirical Bayes estimation of the truncation parameter with asymmetric loss function using NA samples”

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Abstract

Recently, there are some empirical Bayes procedures using NA samples. We point out a key equality which may not hold for NA samples. Thus, the results of those empirical Bayes procedures based on NA samples are dubious

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References

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Correspondence to Tachen Liang.

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Liang, T. A comment on “empirical Bayes estimation of the truncation parameter with asymmetric loss function using NA samples”. JAMC 19, 147–149 (2005). https://doi.org/10.1007/BF02935794

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  • DOI: https://doi.org/10.1007/BF02935794

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