Empirical bayes estimates using the nonparametric maximum likelihood estimate for the priort

DOI10.1080/00949658208810584zbMATH Open0498.62039OpenAlexW1995686259MaRDI QIDQ3963871FDOQ3963871

Authors: Nan M. Laird 

Publication date: 1982

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658208810584

zbMATH Keywords

posterior meansempirical Bayes estimatesnonparametric maximum likelihood estimation of prior distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Maximum likelihood estimation of a compound Poisson process
• Title not available (Why is that?)
• On the Correct Use of Bayes' Formula
• Smooth empirical Bayes estimation for one-parameter discrete distributions
• Smooth empirical Bayes estimation for continuous distributions

Cited In (10)

• Bayesian and likelihood inference from equally weighted mixtures
• Smoothing the non-parametric estimate of a prior distribution by roughening: A computational study
• Estimation in multi-path change-point problems
• A review of reliable maximum likelihood algorithms for semiparametric mixture models
• Two semi-parametric empirical Bayes estimators
• On constructing sequences estimating the mixing distribution with applications
• Nonparametric Bayesian methods in hierarchical models
• Comment: ``Bayes, oracle Bayes, and empirical Bayes
• An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models
• A review of semiparametric mixture models

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