Empirical Bayes : Some Tools, Rules, and Duals
Book Details
Format
Paperback / Softback
Book Series
Econometric Society Monographs
ISBN-10
100927533X
ISBN-13
9781009275330
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jul 16th, 2026
Print length
316 Pages
Product Classification:
MicroeconomicsEconometricsEconometrics and economic statisticsEconomic statistics
Ksh 7,550.00
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The book is an accessible guide to modern developments in empirical Bayes methods, with extensive illustrative applications. These methods are of increasing relevance in statistical analysis in a wide spectrum of fields.
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.
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