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

DOI10.1080/00949658208810584MaRDI QIDQ3963871zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3388381 (Why is no real title available?)
• Maximum likelihood estimation of a compound Poisson process
• On the Correct Use of Bayes' Formula
• Smooth empirical Bayes estimation for continuous distributions
• Smooth empirical Bayes estimation for one-parameter discrete distributions

Cited in

(10)

• Comment: ``Bayes, oracle Bayes, and empirical Bayes
• A review of semiparametric mixture models
• Smoothing the non-parametric estimate of a prior distribution by roughening: A computational study
• An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models
• Nonparametric Bayesian methods in hierarchical models
• 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
• Estimation in multi-path change-point problems
• Bayesian and likelihood inference from equally weighted mixtures

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