Roger Koenker: Empirical Bayes | Taschenbuch

Cover: 9781009275330 | Empirical Bayes | Roger Koenker (u. a.) | Taschenbuch | Englisch

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Sprache: Englisch

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Beschreibung

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.

Über den Autor

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.

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2026
Fachbereich:	Allgemeines
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
ISBN-13:	9781009275330
ISBN-10:	100927533X
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Koenker, Roger Gu, Jiaying
Hersteller:	Cambridge University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	229 x 152 x 17 mm
Von/Mit:	Roger Koenker (u. a.)
Erscheinungsdatum:	25.06.2026
Gewicht:	0,463 kg