Using empirical partially Bayes inference for increased efficiency

DOI10.1214/aos/1176349646zbMath0601.62044OpenAlexW1968176681MaRDI QIDQ1081237

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

consistencyefficiencynuisance parametersmaximum likelihoodstructural parameterscore functionJames-Stein estimatorsasymptotically unbiasedempirical partially Bayes methodsJames-Stein effectJames-Stein shrinkage

Mathematics Subject Classification ID

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

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