Empirical Bayes: Some Tools, Rules, and Duals (Econometric Society Monographs, Series Number 69)
Koenker, Roger
ISBN 10: 100927533X ISBN 13: 9781009275330
Published by Cambridge University Press, 2026
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Synopsis:
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.
About the Authors:
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.
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Bibliographic Details
Title: Empirical Bayes: Some Tools, Rules, and ...
Publisher: Cambridge University Press
Publication Date: 2026
Binding: Soft cover
Condition: New