Empirical Bayes Methods

Empirical Bayes Methods

AngličtinaEbook
Maritz, J. S. (University of Stellenbosch, SA)
Taylor & Francis Ltd
EAN: 9781351140638
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Podrobné informácie

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.

EAN 9781351140638
ISBN 1351140639
Typ produktu Ebook
Vydavateľ Taylor & Francis Ltd
Dátum vydania 5. marca 2018
Stránky 298
Jazyk English
Krajina United Kingdom
Autori Lwin, T.; Maritz, J. S. (University of Stellenbosch, SA)
Séria Routledge Library Editions: Econometrics