Empirical Bayes Methods - Routledge Library Editions: Econometrics (Hardback)
  • Empirical Bayes Methods - Routledge Library Editions: Econometrics (Hardback)
zoom

Empirical Bayes Methods - Routledge Library Editions: Econometrics (Hardback)

(author), (author)
£90.00
Hardback 294 Pages / Published: 06/03/2018
  • We can order this

Usually dispatched within 2 weeks

  • This item has been added to your basket

Originally published in 1970; with a second edition in 1989. Empirical Bayes methods use some of the apparatus of the pure Bayes approach, but an actual prior distribution is assumed to generate the data sequence. It can be estimated thus producing empirical Bayes estimates or decision rules.

In this second edition, details are provided of the derivation and the performance of empirical Bayes rules for a variety of special models. Attention is given to the problem of assessing the goodness of an empirical Bayes estimator for a given set of prior data. Chapters also focus on alternatives to the empirical Bayes approach and actual applications of empirical Bayes methods.

Publisher: Taylor & Francis Inc
ISBN: 9780815350286
Number of pages: 294
Weight: 708 g
Dimensions: 216 x 140 mm

You may also be interested in...

Reviews

Please sign in to write a review

Your review has been submitted successfully.