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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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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2009-10, Vol.38 (20), p.3713-3724
Main Authors: Liang, Tachen, Huang, Wen-Tao
Format: Article
Language:English
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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 
ISSN:0361-0926
1532-415X
DOI:10.1080/03610920802645403