Empirical Bayes Estimation in Finite Population Sampling
作者:
Malay Ghosh,
Glen Meeden,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1986)
卷期:
Volume 81,
issue 396
页码: 1058-1062
ISSN:0162-1459
年代: 1986
DOI:10.1080/01621459.1986.10478373
出版商: Taylor & Francis Group
关键词: Relative savings loss;Asymptotic optimality
数据来源: Taylor
摘要:
Empirical Bayes methods are becoming increasingly popular in statistics. Robbins (1955) introduced the method in the context of nonparametric estimation of a completely unspecified prior distribution. Subsequently, the method has been explored very successfully in a series of articles by Efron and Morris (1973, 1975, 1977) in a parametric framework. In the Efron—Morris setup, a family of parametric distributions is used as possible priors, but only when one or more of the parameters of the family of prior distributions is estimated from the data. Morris (1983) listed a number of areas where empirical Bayes methods are used.
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