Using empirical partially Bayes inference for increased efficiency

DOI10.1214/AOS/1176349646MaRDI QIDQ1081237zbMATH OpenOpenAlexFDO

Authors Bruce G. Lindsay

Publication date 1985

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349646

zbMATH Keywords

consistencymaximum likelihoodefficiencynuisance parametersscore functionstructural parameterJames-Stein estimatorsasymptotically unbiasedempirical partially Bayes methodsJames-Stein effectJames-Stein shrinkage

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

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Cited in

(18)

• Efficient maximum likelihood estimation in semiparametric mixture models
• Estimation of multivariate non-linear time series models
• On partial likelihood and the construction of factorisable transformations
• ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
• Modeling financial durations using penalized estimating functions
• Nonparametric estimating equations based on a penalized information criterion
• Exponential posterior consistency via generalized Pólya urn schemes in finite semiparametric mixtures
• Exact and efficient inference for partial Bayes problems
• Empirical Bayes and conditional inference with many nuisance parameters
• Nonparametric estimation for some nonlinear models
• High dimensional nuisance parameters: an example from parametric survival analysis
• Joint estimation using quadratic estimating function
• Nonlinear recursive estimation of volatility via estimating functions
• Joint Models for a Primary Endpoint and Multiple Longitudinal Covariate Processes
• Optimal estimation for semimartingale neuronal models
• Some perspectives on inference in high dimensions
• Comments on: Dynamic relations for sparsely sampled Gaussian processes
• Generalized duration models and optimal estimation using estimating functions

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