Empirical Bayes Methods
By: editors, Lwin, T.
Contributors: Lwin, T., author
Edition: First edition.
Series: Routledge Library Editions: Econometrics
Publisher: Taylor and Francis
Published: 2018
Place of publication: London
Language: eng
Number of pages: 294
ISBN-13: 9781351140645; 9781351140638; 9781351140614
Subjects: Bayesian statistical decision theory; Théorie de la décision bayésienne
Notes: "Originally published in 1970; with a second edition in 1989. Empirical Bayes methods use some of the apparatus of the pure Bayes approach, but an actual prior distribution is assumed to generate the data sequence. It can be estimated thus producing empirical Bayes estimates or decision rules. In this second edition, 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. Chapters also focus on alternatives to the empirical Bayes approach and actual applications of empirical Bayes methods."--Provided by publisher.