| 基于近邻方法下分布参数的贝叶斯分析 |
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| 引用本文： | 张健. 基于近邻方法下分布参数的贝叶斯分析[J]. 数学理论与应用, 2014, 0(2): 18-23 |
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| 作者姓名： | 张健 |
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| 作者单位： | 广东海洋大学理学院,湛江524088 |
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| 基金项目： | 全国统计科研计划项目（2012LYl78）;广东海洋大学人文社科项目（C13112） |
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| 摘 要： | 本文基于近邻方法下,构造了连续型单参数指数族参数的经验Bayes(EB)检验函数,在适当的条件下证明了所提出的经验Bayes检验函数的大样本性质.
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| 关 键 词： | 近邻估计 经验Bayes 渐近最优性 收敛速度 |
Empirical Bayes Inference for Parameters of Distributions Based on the Nearest Neighbor Method |
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| Zhang Jian. Empirical Bayes Inference for Parameters of Distributions Based on the Nearest Neighbor Method[J]. Mathematical Theory and Applications, 2014, 0(2): 18-23 |
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| Authors: | Zhang Jian |
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| Affiliation: | Zhang Jian (Faculty of Sciences, Guangdong Ocean University, Zhanjiang 524088, China) |
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| Abstract: | In this paper, we consider the empirical Bayes one - sided test for the continuous one - parameter exponential family by using the nearest neighbor density estimation in the case of weakly stationary negative associated samples with weighted linear loss function and the empirical Bayes test rule is constructed. The asympitically optimal property and convergence rates for the proposed EB test are obtained under suitable conditions. |
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| Keywords: | Nearest neighbor estimation Empirical Bayes test Asymptotic optimality Convergence rate |
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