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Empirical Bayes Methods

Language EnglishEnglish
E-book Adobe ePub DRM
E-book Empirical Bayes Methods J. S. Maritz
Libristo code: 40049216
Publishers Routledge, March 2018
Originally published in 1970; with a second edition in 1989. Empirical Bayes methods use some of the... Full description
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19 477 Ft
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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 book

Full name Empirical Bayes Methods
Author J. S. Maritz, T. Lwin
Language English
Binding E-book - Adobe ePub DRM
Date of issue 2018
Number of pages 294
EAN 9781351140621
Libristo code 40049216
Publishers Routledge

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Economics, Finance, Business & Management > Economics > Economic history
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