Empirical Bayes

Erscheinungsjahr 2026
ISBN: 978-1-009-27536-1
Verlag: Cambridge University Press

Buch, Englisch, Band 69, 318 Seiten, Format (B × H): 157 mm x 235 mm, Gewicht: 613 g

Reihe: Econometric Society Monographs

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.

Autoren/Hrsg.

Koenker, Roger

Gu, Jiaying

Inhaltsverzeichnis

1. Introduction; 2. The empirical bayes paradigm; 3. Parametric empirical bayes methods; 4. Nonparametric empirical bayes methods; 5. Mixture models; 6. Heteroscedastic gaussian mixture models and longitudinal data; 7. Ranking and selection as compound decisions; 8. Empirical bayes methods for survival analysis; 9. Mixture models for categorical data; 10. Random coefficient models; 11. Inference for empirical bayes procedures; 12. Computational considerations; 13. Conclusion; Bibliography; Subject Index; Names Index.

Über Autor(innen)

Koenker, Roger
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.

Gu, Jiaying
Jiaying Gu is an Associate Professor of Economics at the University of Toronto.