Some thoughts on empirical Bayes estimation
From MaRDI portal
Publication:1056158
DOI10.1214/aos/1176346239zbMath0522.62024OpenAlexW1979663020MaRDI QIDQ1056158
Publication date: 1983
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346239
mean squared errorBayes rulesimultaneous estimationcompound estimationgeneral empirical Bayeslinear empirical Bayes
Point estimation (62F10) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items
Linear Bayes estimator for the two-parameter exponential family under type II censoring, BAYES EMPIRICAL BAYES APPROACH TO ESTIMATION OF THE FAILURE RATE IN EXPONENTIAL DISTRIBUTION, Empirical E-Bayesian estimation for the parameter of Poisson distribution, Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location, Extended linear empirical bayes estimation, Linear. empirical bayes estimation in the case of the wishart distribution, Mapping quantitative trait loci using both extremely discordant and concordant sib pairs: a unified approach for meta-analysis, Statistics for phylogenetic trees, The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function, General maximum likelihood empirical Bayes estimation of normal means, Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions, A linear regression with unobserved dependent variables, The empirical Bayes estimators of the mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method, On empirical bayes sequential estimation, Linear shrinkage estimation of the variance of a distribution with unknown mean, Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation, Empirical Bayes rules for selecting the most and least probable multivariate hypergeometric event, The best uniform convergence rate of linear empirical bayes estimators, Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study, Empirical bayes methods in sequential estimation, On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means, The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function, Nonparametric empirical Bayes estimation based on generalized Laguerre series, Polya tree priors and their estimation with multi-group data, The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function, Robust empirical Bayes tests for discrete distributions, Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data, Linear shrinkage estimation of high-dimensional means, A guided random walk through some high dimensional problems, On asymptotic optimality in empirical Bayes credibility., A General Approach to Nonparametric Empirical Bayes Estimation, Credit portfolios, credibility theory, and dynamic empirical Bayes, Compound decision theory and empirical Bayes methods, A simple motivation for James-Stein estimators, On empirical bayes rules for selecting the best hypergeometric population, Empirical Bayes estimation for queueing systems and networks, Nonparametric inferences for kurtosis and conditional kurtosis, On a monotone empirical Bayes test procedure in geometric model, On monotone empirical Bayes estimators of a binomial parameter, General empirical Bayes wavelet methods and exactly adaptive minimax estimation, On constructing sequences estimating the mixing distribution with applications, Statistical significance of the Netflix challenge, Life prediction under random censorship, Bootstrapping phylogenetic trees: theory and methods, A survey of nonparametric mixing density estimation via the predictive recursion algorithm, Selecting the best binomial population: Parametric empirical Bayes approach, Bayes prediction based on right censored data, Comment: ``Bayes, oracle Bayes, and empirical Bayes, Heuristic Procedures for Simultaneous Estimation of Several Normal Means, Adaptive wavelet empirical Bayes estimation of a location or a scale parameter, Estimation of Dirichlet process priors with monotone missing data, Bayesian hierarchical models in manufacturing bulk service queues, Tests of odds ratio homogeneity with improved power in sparse fourfold tables, Bayes empirical Bayes estimation of a Poisson mean, A note on linear empirical Bayes estimation of finite population means
