𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Empirical Bayes Estimation in Regression Model

✍ Scribed by Li-chun Wang

Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2005
Tongue
English
Weight
143 KB
Volume
21
Category
Article
ISSN
0168-9673

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Minimax Hierarchical Empirical Bayes Est
Minimax Hierarchical Empirical Bayes Estimation in Multivariate Regression
✍ Samuel D. Oman πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 171 KB

The multivariate normal regression model, in which a vector y of responses is to be predicted by a vector x of explanatory variables, is considered. A hierarchical framework is used to express prior information on both x and y. An empirical Bayes estimator is developed which shrinks the maximum like

Parametric empirical Bayes estimation fo
Parametric empirical Bayes estimation for a class of extended log-linear regression models
✍ Wanzhu Tu; Walter W. Piegorsch πŸ“‚ Article πŸ“… 2000 πŸ› John Wiley and Sons 🌐 English βš– 155 KB πŸ‘ 3 views

This paper presents a fully parametric empirical Bayes approach for the analysis of count data, with emphasis on its application to environmental toxicity data. A hierarchical structure for the mean response is developed from a generalized linear model, based on a Poisson distribution. The linear pr

Strong Consistency of Bayes Estimates in
Strong Consistency of Bayes Estimates in Stochastic Regression Models
✍ Inchi Hu πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 517 KB

Under minimum assumptions on the stochastic regressors, strong consistency of Bayes estimates is established in stochastic regression models in two cases: (1) When the prior distribution is discrete, the p.d.f. f of i.i.d. random errors is assumed to have finite Fisher information I= & ( f $) 2 Γ‚f