Empirical Bayes Methods (Routledge Library Editions: Econometrics)
Language: English
Published by Routledge, 2019
Series: Book 10 of 18 - Routledge Library Editions: Econometrics
- Softcover
- New

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- Title
- Empirical Bayes Methods (Routledge Library Editions: Econometrics)
- Author
- Maritz, J. S.
- Publisher
- Routledge
- Publication year
- 2019
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0815350376
- ISBN 13
- 9780815350378
- Series
- Book 10 of 18: Routledge Library Editions: Econometrics
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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