Parametric Empirical Bayes Inference: Theory and Applications
DOI10.2307/2287098zbMATH Open0506.62005OpenAlexW4243366239MaRDI QIDQ4743564FDOQ4743564
Authors: Carl Morris
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/2287098
reviewStein estimatorestimates of errormultiparameter shrinkage estimatorsparametric empirical Bayes inferenceparametric prior distributions
Foundations and philosophical topics in statistics (62A01) Parametric tolerance and confidence regions (62F25) Theory of statistical experiments (62B15) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)
Cited In (only showing first 100 items - show all)
- Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study
- Estimating random effects via adjustment for density maximization
- Two modeling strategies for empirical Bayes estimation
- Corrected empirical Bayes confidence intervals in nested error regression models
- Evaluation of some random effects methodology applicable to bird ringing data
- A Bayesian Fisher-EM algorithm for discriminative Gaussian subspace clustering
- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
- Exploiting Gene‐Environment Independence for Analysis of Case–Control Studies: An Empirical Bayes‐Type Shrinkage Estimator to Trade‐Off between Bias and Efficiency
- Bayesian credibility premium with GB2 copulas
- Comment: ``Microarrays, empirical Bayes and the two-groups model
- Empirical best linear unbiased and empirical Bayes prediction in multivariate small area estimation.
- Randomized phase III oncology trials: a survey and empirical Bayes inference
- An empirical Bayes procedure for the selection of Gaussian graphical models
- The superiority of empirical Bayes estimator of parameters in linear model
- Quantile credibility models
- A unified jackknife theory for empirical best prediction with \(M\)-estimation
- On measures of uncertainty of empirical Bayes small-area estimators
- Treatment effect heterogeneity for univariate subgroups in clinical trials: shrinkage, standardization, or else
- Learning from a lot: empirical Bayes for high-dimensional model-based prediction
- Empirical Bayes Confidence Intervals for Means of Natural Exponential Family‐Quadratic Variance Function Distributions with Application to Small Area Estimation
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
- Empirical bayes methods in sequential estimation
- A general method for robust Bayesian modeling
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
- Smoothing the non-parametric estimate of a prior distribution by roughening: A computational study
- General maximum likelihood empirical Bayes estimation of normal means
- Estimation in Bayesian Disease Mapping
- Small area shrinkage estimation
- Regression discontinuity inference with specification error
- Robust variance estimation for random effects meta-analysis
- Sharp Simultaneous Confidence Intervals for the Means of Selected Populations with Application to Microarray Data Analysis
- Nonsubjective Bayes testing -- an overview
- Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
- Compound decision theory and empirical Bayes methods
- A nonparametric empirical Bayes approach to adaptive minimax estimation
- Econometrics and decision theory
- The interplay of Bayesian and frequentist analysis
- Shrinkage estimation in the two-way multivariate normal model
- Shrinkage confidence procedures
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation
- Likelihood inference for models with unobservables: another view
- Shrinkage estimation in multilevel normal models
- Empirical Bayes estimation and its superiority for two-way classification model.
- Estimating variance of random effects to solve multiple problems simultaneously
- Robust hyperparameter estimation protects against hypervariable genes and improves power to detect differential expression
- Simple estimators of false discovery rates given as few as one or two \(p\)-values without strong parametric assumptions
- Robust hierarchical Bayes estimation of exchangeable means
- Multilevel logistic regression for polytomous data and rankings
- Revisiting Beal's Confidence Intervals for the Difference of Two Binomial Proportions
- The Kullback-Leibler risk of the Stein estimator and the conditional MLE
- Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
- Exact and efficient inference for partial Bayes problems
- A guided random walk through some high dimensional problems
- Simultaneous inference for linear mixed model parameters with an application to small area estimation
- Choice of hierarchical priors: Admissibility in estimation of normal means
- Bayesian estimation of a multilevel IRT model using Gibbs sampling
- Partially pooled covariance matrix estimation in discriminant analysis
- Employing vague prior information in the construction of confidence sets
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations
- A computational framework for empirical Bayes inference
- Interval estimation for messy observational data
- Empirical Bayes prediction for a compound Poisson-multinomial process
- Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
- Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics.
- Gini's criticisms to the theory of inference: a missed opportunity
- An exponential partial prior for improving nonparametric maximum likelihood estimation in mixture models
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity
- Comment: ``Bayes, oracle Bayes, and empirical Bayes
- Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence
- On assessing the precision of Stein's estimator
- An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models
- A second-order efficient empirical Bayes confidence interval
- Type S error for classical and Bayesian single and multiple comparison procedures
- Posterior propriety for hierarchical models with log-likelihoods that have norm bounds
- A subjective Bayesian approach to the theory of queues. I: Modeling
- New large-sample confidence intervals for a linear combination of binomial proportions
- A mixture model approach for the analysis of microarray gene expression data.
- Empirical Bayes estimation for queueing systems and networks
- Empirical bayes sequential estimation of the mean
- Confidence sets and the stein effect
- MEWMA charts when parameters are estimated with applications in gene expression and bimetal thermostat monitoring
- Quantifying uncertainty in method of moments estimates of the heterogeneity variance in random effects meta‐analysis
- Flexible distributions for triple-goal estimates in two-stage hierarchical models
- Generative models and Bayesian inversion using Laplace approximation
- Comment: Empirical Bayes interval estimation
- Empirical Bayes sequential estimation fro exponential families: the untruncated component
- Modeling heavy-tailed correlated noise with wavelet packet basis functions
- Empirical bayes estimation in contingency tables
- Nonparametric empirical Bayes estimation based on generalized Laguerre series
- Bayesian shrinkage estimation for stratified count data
- Approximate repeated-measures shrinkage
- Hierarchical Bayesian analysis of the carryover effect in two-period crossover designs
- Bootstrap adjustments for empirical bayes interval estimates of small-area proportions
- Bayesian estimation methods for contingency tables
- Empirical Bayes estimation smoothing of relative risks in disease mapping
- An empirical Bayes testing procedure for detecting variants in analysis of next generation sequencing data
- Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences
- A Lindley–binomial model for analyzing the proportions with sparseness and excessive zeros
- Robust estimation and confidence interval in meta-regression models
- Combining observational and experimental datasets using shrinkage estimators
This page was built for publication: Parametric Empirical Bayes Inference: Theory and Applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4743564)