Parametric Empirical Bayes Inference: Theory and Applications
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- Empirical Bayes Confidence Intervals for Means of Natural Exponential Family‐Quadratic Variance Function Distributions with Application to Small Area Estimation
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- General maximum likelihood empirical Bayes estimation of normal means
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- Robust estimation and confidence interval in meta-regression models
- Small area shrinkage estimation
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- Regression discontinuity inference with specification error
- Combining observational and experimental datasets using shrinkage estimators
- Highest predictive density estimator in regression models
- Multi-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects Models
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- Empirical Bayes analysis for a hierarchical Poisson generalized linear model
- A nonparametric empirical Bayes approach to adaptive minimax estimation
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- On improving standard estimators via linear empirical Bayes methods
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- The interplay of Bayesian and frequentist analysis
- Superiority of empirical Bayes estimation of error variance in linear model
- Shrinkage estimation in the two-way multivariate normal model
- Shrinkage confidence procedures
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation
- Comment: ``Bayes, oracle Bayes, and empirical Bayes
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- Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes
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- Shrinkage estimation in multilevel normal models
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- Prediction-interval procedures and (fixed-effects) confidence-interval procedures for mixed linear models
- Empirical Bayes estimation and its superiority for two-way classification model.
- Robust hyperparameter estimation protects against hypervariable genes and improves power to detect differential expression
- Estimating variance of random effects to solve multiple problems simultaneously
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- Multilevel logistic regression for polytomous data and rankings
- Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes
- Robust hierarchical Bayes estimation of exchangeable means
- The Kullback-Leibler risk of the Stein estimator and the conditional MLE
- Revisiting Beal's Confidence Intervals for the Difference of Two Binomial Proportions
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- Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version
- Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
- Exact and efficient inference for partial Bayes problems
- A note on the convergence rates for empirical bayes estimators of parameters in multiple-parameter exponential families
- Hierarchical bayesian modeling with elicited prior information
- A guided random walk through some high dimensional problems
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- Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
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- Choice of hierarchical priors: Admissibility in estimation of normal means
- Empirical Bayes Confidence Intervals Shrinking Both Means and Variances
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