A note on Bayes empirical Bayes estimation by means of Dirichlet processes

DOI10.1016/0167-7152(86)90078-7zbMath0585.62015OpenAlexW2021593419MaRDI QIDQ1070684

Lynn Kuo

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90078-7

zbMATH Keywords

empirical Bayescompound Poisson distributionmixtures of Dirichlet processesBayes empirical Bayes estimationDirichlet process hyperprior approachnumerical example on Poisson sampling

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

Nonparametric bayes estimation of the probability of discovering a new species ⋮ Bayesian semiparametric inference for the accelerated failure‐time model ⋮ An improved collapsed Gibbs sampler for Dirichlet process mixing models ⋮ Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space

Cites Work

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• On a class of Bayesian nonparametric estimates: I. Density estimates
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• Empirical Bayes estimation of a binomial parameter via mixtures of Dirichlet processes
• A Bayesian analysis of some nonparametric problems
• Computations of Mixtures of Dirichlet Processes
• An empirical Bayes estimation problem

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