Empirical Bayes Inference for the Parameter of Pareto Distribution Based on Longitudinal Data
In this paper, by using the kernel-type density estimation in the case of longitudinal data, the empirical Bayes two-side test rule for the parameter of Pareto Distribution are constructed. The asymptically optimal property for the proposes EB test is obtained under suitable conditions. It is shown that the convergence rates of the proposed EB test rules can arbitrarily close to O.
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