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Construction of Simple Empirical Bayes Estimators

โœ Scribed by J. S. Maritz and T. Lwin


Book ID
125789793
Publisher
Blackwell Publishing
Year
1975
Tongue
English
Weight
615 KB
Volume
37
Category
Article
ISSN
0035-9246

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๐Ÿ“œ SIMILAR VOLUMES


Two semi-parametric empirical Bayes esti
โœ Wei Pan; Thomas A. Louis ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 213 KB

Parametric empirical Bayes (PEB) may perform poorly when the assumed prior distribution is seriously invalid. Nonparametric empirical Bayes (NEB) is more robust since it imposes no restriction on the prior. But compared with the PEB, the NEB may be ine cient for small to medium samples, due to the l