Journal of Guangxi Normal University(Natural Science Edition) ›› 2017, Vol. 35 ›› Issue (3): 63-74.doi: 10.16088/j.issn.1001-6600.2017.03.008

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Empirical Bayes Estimation and Test for Scale ExponentialFamilies under Strong Mixing Samples

LEI Qingzhu1,QIN Yongsong1*,LUO Min2   

  1. 1. College of Mathematic and Statistics,Guangxi Normal University, Guilin Guangxi 541004,China;
    2. Guilin Staff and Workers University, Guilin Guangxi 541002,China
  • Online:2017-07-25 Published:2018-07-25

Abstract: In this paper, the empirical Bayes (EB) estimation and (EB) test in scale exponential families are studied under strong mixing samples. Two EB estimators and two EB tests are proposed. Under mild regularity conditions, the convergence rates of the proposed EB estimators and EB tests are given under strong mixing samples. Simulation results are also given to show the performance of the proposed EB estimators and tests.

Key words: α-mixing, scale exponential family, EB estimator, EB test, convergence rate

CLC Number: 

  • O212.1
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