Empirical Bayes methods in classical and Bayesian inference

DOI10.1007/s40300-014-0044-1zbMath1316.62014OpenAlexW2098800608MaRDI QIDQ2513695

Stefano Rizzelli, Sonia Petrone, Judith Rousseau, Catia Scricciolo

Publication date: 28 January 2015

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-014-0044-1

zbMATH Keywords

shrinkage estimationlatent distributionmaximum marginal likelihood estimationBayesian weak mergingcompound experimentsfrequentist strong merginghyper-parameter oracle value

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12)

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