Empirical Bayes
Cambridge University Press (Verlag)
978-1-009-27536-1 (ISBN)
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Empirical Bayes methods as envisioned by Herbert Robbins are becoming an essential element of the statistical toolkit. In Empirical Bayes: Tools, Rules, and Duals, Roger Koenker and Jiaying Gu offer a unified view of these methods. They stress recent computational developments for nonparametric estimation of mixture models, not only for the traditional Gaussian and Poisson settings, but for a wide range of other applications. Providing numerous illustrations where empirical Bayes methods are attractive, the authors give a detailed discussion of computational methods, enabling readers to apply the methods in new settings.
Roger Koenker is an Honorary Professor of Economics at University College London. He was a member of the technical staff of Bell Labs and Professor of Economics and Statistics at the University of Illinois. He is a fellow of the Econometric Society, the ASA and the IMS. Jiaying Gu is an Associate Professor of Economics at the University of Toronto.
1. Introduction; 2. The empirical bayes paradigm; 3. Parametric empirical bayes methods; 4. Nonparametric empirical bayes methods; 5. Mixture models; 6. Heteroscedastic gaussian mixture models and longitudinal data; 7. Ranking and selection as compound decisions; 8. Empirical bayes methods for survival analysis; 9. Mixture models for categorical data; 10. Random coefficient models; 11. Inference for empirical bayes procedures; 12. Computational considerations; 13. Conclusion; Bibliography; Subject Index; Names Index.
| Erscheint lt. Verlag | 31.3.2026 |
|---|---|
| Reihe/Serie | Econometric Society Monographs |
| Zusatzinfo | Worked examples or Exercises |
| Verlagsort | Cambridge |
| Sprache | englisch |
| Gewicht | 500 g |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Mikroökonomie |
| Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
| ISBN-10 | 1-009-27536-4 / 1009275364 |
| ISBN-13 | 978-1-009-27536-1 / 9781009275361 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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