Empirical Bayes : some tools, rules, and duals / Roger Koenker, Jiaying Gu.

Format:

Book

Author/Creator:

Koenker, Roger, 1947- author.

Gu, Jiaying, author.

Series:

Econometric Society monographs ; no. 69.

Econometric Society monograph series ; 69

Language:

English

Subjects (All):

Bayesian statistical decision theory.

Physical Description:

1 online resource (xv, 299 pages).

Place of Publication:

Cambridge ; New York, NY : Cambridge University Press, [2026]

Summary:

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.-- Provided by publisher.

Contents:

Introduction

The empirical Bayes paradigm

Parametric empirical Bayes methods

Nonparametric empirical Bayes methods

Mixture models

Heteroscedastic Gaussian mixture models and longitudinal data

Ranking and selection as compound decisions

Empirical Bayes methods for survival analysis

Mixture models for categorical data

Random coefficient models

Inference for empirical Bayes procedures

Computational considerations

Conclusion.

Notes:

Includes bibliographical references and indexes

Online resource; title from PDF title page (Cambridge Core, viewed September 3, 2026)

Other Format:

Print version: Koenker, Roger Empirical Bayes

ISBN:

9781009275354

1009275356

9781009275347

1009275348

9781009275323

1009275321

OCLC:

1587362696

Publisher Number:

CIPO000381684

Access Restriction:

Restricted for use by site license