Empirical Bayes Methods

ISBN-13: 9780815350378 / Angielski / Miękka / 2019 / 294 str.

J. S. Maritz

Opis

Originally published in 1970; with a second edition in 1989. Details are provided of the derivation and the performance of empirical Bayes rules for a variety of special models. Attention is given to the problem of assessing the goodness of an empirical Bayes estimator for a given set of prior data.

Spis treści

Preface. Notation and abbreviations. 1. Introduction to Bayes and Empirical Bayes Methods 2. Estimation of the Prior Distribution 3. Empirical Bayes Point Estimation 4. Empirical Bayes Point Estimation: Vector Parameters 5. Testing of Hypotheses 6. Bayes and Empirical Bayes Interval Estimation 7. Alternatives to Empirical Bayes 8. Applications of EB methods

O autorze

J. S. Maritz, T. Lwin