Approximate Bayesian shrinkage estimation
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References listed on IDEAS
- Peter G. Hall & Rob J. Hyndman & Yanan Fan, 2003. "Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves," Monash Econometrics and Business Statistics Working Papers 12/03, Monash University, Department of Econometrics and Business Statistics.
- Hall, Peter G. & Hyndman, Rob J., 2003. "Improved methods for bandwidth selection when estimating ROC curves," Statistics & Probability Letters, Elsevier, vol. 64(2), pages 181-189, August.
- Peter Hall & Rob J. Hyndman, 2002. "An Improved Method for Bandwidth Selection when Estimating ROC Curves," Monash Econometrics and Business Statistics Working Papers 11/02, Monash University, Department of Econometrics and Business Statistics.
- Peter Hall, 2004. "Nonparametric confidence intervals for receiver operating characteristic curves," Biometrika, Biometrika Trust, vol. 91(3), pages 743-750, September.
More about this item
KeywordsBayes estimate; empirical Bayes; extended quasilikelihood; generalized linear model; relative saving loss; shrinkage estimate;
StatisticsAccess and download statistics
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