Empirical bayes estimates using the nonparametric maximum likelihood estimate for the priort

DOI10.1080/00949658208810584zbMath0498.62039OpenAlexW1995686259MaRDI QIDQ3963871

Nan M. Laird

Publication date: 1982

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658208810584

zbMATH Keywords

posterior meansempirical Bayes estimatesnonparametric maximum likelihood estimation of prior distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Bayesian and likelihood inference from equally weighted mixtures, Nonparametric Bayesian methods in hierarchical models, Smoothing the non-parametric estimate of a prior distribution by roughening: A computational study, A review of reliable maximum likelihood algorithms for semiparametric mixture models, A review of semiparametric mixture models, An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models, On constructing sequences estimating the mixing distribution with applications, Comment: ``Bayes, oracle Bayes, and empirical Bayes, Estimation in multi-path change-point problems, Two semi-parametric empirical Bayes estimators

Cites Work

• Maximum likelihood estimation of a compound Poisson process
• Smooth empirical Bayes estimation for one-parameter discrete distributions
• Smooth empirical Bayes estimation for continuous distributions
• On the Correct Use of Bayes' Formula
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