Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

EMPIRICAL BAYES ESTIMATION OF THE TRUNCATION PARAMETER WITH ASYMMETRIC LOSS FUNCTION USING NA SAMPLES

  • Shi, Yimin (Department of Applied Mathematics, Northwestern Polytechnical University Xi'an) ;
  • Shi, Xiaolin (Department of Applied Mathematics, Northwestern Polytechnical University Xi'an) ;
  • Gao, Shesheng (Department of Applied Mathematics, Northwestern Polytechnical University Xi'an)
  • Published : 2004.01.01

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Abstract

We construct the empirical Bayes (EB)estimation of the parameter in two-side truncated distribution families with asymmetric Linex loss using negatively associated (NA) samples. The asymptotical optimality and convergence rate of the EB estimation is obtained. We will show that the convergence rate can be arbitrarily close to $O(n^{-q}),\;q\;=\;{\lambda}s(\delta\;-\;2)/\delta(s\;+\;2)$.

Keywords

References

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