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Empirical Bayes Methods.
Abstract
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.
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Cited by
Maximum Likelihood from Incomplete Data Via the EM Algorithm
Dempster, A. P., Laird, N. M., & Rubin, D. B. (1977) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1977.tb01600.x · Cited by 50,444
Nonparametric maximum likelihood estimation of a mixing distribution
Laird, N. (1978) · Journal of the American Statistical Association · doi:10.1080/01621459.1978.10480103 · Cited by 753
Kernel methods in system identification, machine learning and function estimation: A survey
Pillonetto, G., Dinuzzo, F., Chen, T., De Nicolao, G., & Ljung, L. (2014) · Automatica · doi:10.1016/j.automatica.2014.01.001 · Cited by 741
Gibbons, R. D. (1993) · Archives of General Psychiatry · doi:10.1001/archpsyc.1993.01820210073009 · Cited by 719
Counting Your Customers: Who-Are They and What Will They Do Next?
Schmittlein, D. C., Morrison, D. G., & Colombo, R. (1987) · Management Science · doi:10.1287/mnsc.33.1.1 · Cited by 679
Metadata
- Authors
- Bagghi, P., Maritz, J. S., & Lwin, T.
- Venue
- Journal of the American Statistical Association
- Publisher
- JSTOR
- Published
- 1991-03
- Volume
- 86
- Issue
- 413
- Pages
- 244
- ISSN
- 0162-1459 (ISSN-L)
- OpenAlex
- W2898920993
- Cited by
- 331
- References
- 0
- FWCI
- 14.70
- Type
- journal article
- Language
- en
- Open access
- closed
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