Fr. 169.00

Empirical Bayes - Some Tools, Rules, and Duals

English · Hardback

Will be released 31.03.2026

Description

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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.

List of contents










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.

About the author










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.

Product details

Authors Jiaying Gu, Koenker Roger
Publisher Cambridge Academic
 
Languages English
Product format Hardback
Release 31.03.2026
 
EAN 9781009275361
ISBN 978-1-009-27536-1
Weight 500 g
Illustrations Worked examples or Exercises
Series Econometric Society Monographs
Subjects Social sciences, law, business > Business > General, dictionaries

BUSINESS & ECONOMICS / Econometrics, Economic statistics, Microeconomics, Econometrics, Econometrics and economic statistics, For graduate / post-graduate and equivalents

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