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
Multivariate limited translation empirical Bayes estimators
โ Scribed by Georgios Papageorgiou; Malay Ghosh
- Book ID
- 108193399
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 267 KB
- Volume
- 140
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
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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
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