Empirical bayes estimation in contingency tables
From MaRDI portal
Publication:3788912
DOI10.1080/03610928708829518zbMath0645.62064OpenAlexW2026992638MaRDI QIDQ3788912
Publication date: 1987
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928708829518
empirical Bayesshrinkageconditional independenceBayes estimatorslog-linear modelthree-way tablesnormal priorestimation of cell probabilitieshierarchical priortwo-way contingency tableDirichlet mixture class of priorsmodel of independence
Bayesian inference (62F15) Contingency tables (62H17) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items (3)
Smoothing categorical data ⋮ Empirical bayes estimation of the log odds ratio in 2×2 contingency tables ⋮ Smoothing dissimilarities to cluster binary data
Cites Work
- Unnamed Item
- Unnamed Item
- Testing for independence in a two-way table: New interpretations of the chi-square statistic
- On the application of symmetric Dirichlet distributions and their mixtures to contingency tables. II
- Mixtures of Dirichlet distributions and estimation in contingency tables
- Bayes Empirical Bayes
- Bayesiam simultaneous estimation for several multinomial distributions
- A Bayesian Approach to Some Multinomial Estimation and Pretesting Problems
- Empirical Bayes methods for two-way contingency tables
- Parametric Empirical Bayes Inference: Theory and Applications
- Simultaneous Estimation of Multinomial Cell Probabilities
This page was built for publication: Empirical bayes estimation in contingency tables