Using empirical partially Bayes inference for increased efficiency
DOI10.1214/AOS/1176349646zbMATH Open0601.62044OpenAlexW1968176681MaRDI QIDQ1081237FDOQ1081237
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
consistencymaximum likelihoodefficiencynuisance parametersscore functionstructural parameterJames-Stein estimatorsasymptotically unbiasedempirical partially Bayes methodsJames-Stein effectJames-Stein shrinkage
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)
Cited In (18)
- On partial likelihood and the construction of factorisable transformations
- Efficient maximum likelihood estimation in semiparametric mixture models
- Estimation of multivariate non-linear time series models
- 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
- Empirical Bayes and conditional inference with many nuisance parameters
- Exact and efficient inference for partial Bayes problems
- High dimensional nuisance parameters: an example from parametric survival analysis
- Nonparametric estimation for some nonlinear models
- Joint Models for a Primary Endpoint and Multiple Longitudinal Covariate Processes
- Joint estimation using quadratic estimating function
- Nonlinear recursive estimation of volatility via estimating functions
- 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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