Abstract
In this study, the two-sided Empirical Bayes test (EBT) rules for the parameter of continuous one-parameter exponential family with contaminated data (errors in variables) are constructed by a deconvolution kernel method. The asymptotically optimal uniformly over a class of prior distributions and uniform rates of convergence, which depends on two types of the error distributions for the proposed EBT rules, are obtained under suitable conditions. Finally, an example about the main results of this paper is given.
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Foundation item: Supported by the Fundamental Research Funds for the Central Universities of China (2013-Ia-040)
Biography: CHEN Jiaqing, male, Ph. D., Associate professor, research direction: probability and statistics.
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Chen, J., Jin, Q., Chen, Z. et al. Two-sided Empirical Bayes test for the exponential family with contaminated data. Wuhan Univ. J. Nat. Sci. 18, 466–470 (2013). https://doi.org/10.1007/s11859-013-0958-0
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DOI: https://doi.org/10.1007/s11859-013-0958-0