REBayes
swMATH20967CRANREBayesMaRDI QIDQ32780FDOQ32780
Empirical Bayes Estimation and Inference
Last update: 19 August 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.51, 0.32, 0.40, 0.45, 0.48, 0.50, 0.58, 0.61, 0.62, 0.63, 0.68, 0.73, 0.85, 1.1, 1.2, 1.3, 1.4, 1.8, 2.2, 2.50, 2.54
Source code repository: https://github.com/cran/REBayes
Kiefer-Wolfowitz maximum likelihood estimation for mixture models and some other density estimation and regression methods based on convex optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical Bayes Mixture Methods, Journal of Statistical Software, 82, 1–26, <doi:10.18637/jss.v082.i08>.
Cited In (13)
- Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions
- Comment: Minimalist \(g\)-modeling
- A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family
- Integrative genetic risk prediction using non‐parametric empirical Bayes classification
- A deconvolution path for mixtures
- Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data
- A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming
- Title not available (Why is that?)
- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
- On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means
- RCBR
- Confidence Intervals for Nonparametric Empirical Bayes Analysis
- Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients
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