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Empirical Bayes Estimation for Uniform Distributions with Random Right Censoring
This article deals with the empirical Bayes estimation of the parameter θ in a uniform distribution U(0, θ) based on randomly right censored data. By mimicking the form of the Bayes estimator, an empirical Bayes estimator is constructed. The asymptotic optimality of is investigated. It is shown that...
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Published in: | Communications in statistics. Theory and methods 2009-10, Vol.38 (20), p.3713-3724 |
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Main Authors: | , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | This article deals with the empirical Bayes estimation of the parameter θ in a uniform distribution U(0, θ) based on randomly right censored data. By mimicking the form of the Bayes estimator, an empirical Bayes estimator
is constructed. The asymptotic optimality of
is investigated. It is shown that under certain conditions,
is asymptotically optimal with a rate of convergence n
−λr/2(r+1)
, where n is the number of past data available when the present estimation problem is considered, and 0 |
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ISSN: | 0361-0926 1532-415X |
DOI: | 10.1080/03610920802645403 |