Empirical Bayes Methods (Routledge Library Editions: Econometrics) - Softcover

Book 10 of 18: Routledge Library Editions: Econometrics

Maritz, J. S.; Lwin, T.

 
9780815350378: Empirical Bayes Methods (Routledge Library Editions: Econometrics)
Softcover
ISBN 10: 0815350376 ISBN 13: 9780815350378
Publisher: Routledge, 2019

Synopsis

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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About the Author

J. S. Maritz, T. Lwin

"About this title" may belong to another edition of this title.

Publisher
Routledge
Publication date
2019
Language
English
ISBN 10 
0815350376
ISBN 13 
9780815350378
Binding
Paperback
Edition number
1
Number of pages
298

Other Popular Editions of the Same Title

9780815350286: Empirical Bayes Methods (Routledge Library Editions: Econometrics)

Featured Edition

ISBN 10:  0815350287 ISBN 13:  9780815350286
Publisher: Routledge, 2018
Hardcover