A COMMENT ON 'EMPIRICAL BAYES ESTIMATION OF THE TRUNCATION PARAMETER WITH ASYMMETRIC LOSS FUNCTION USING NA SAMPLES'

  • LIANG TACHEN (Department of Mathematics, Wayne State University)
  • Published : 2005.09.01

Abstract

Recently, there are some empirical Bayes procedures using NA samples. We point out a key equality which may not hold for NA samples. Thus, the results of those empirical Bayes procedures based on NA samples are dubious

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