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Empirical Bayes

Author

Listed:
  • Koenker,Roger
  • Gu,Jiaying

Abstract

Empirical Bayes methods as envisioned by Herbert Robbins are becoming an essential element of the statistical toolkit. In Empirical Bayes: Tools, Rules, and Duals, Roger Koenker and Jiaying Gu offer a unified view of these methods. They stress recent computational developments for nonparametric estimation of mixture models, not only for the traditional Gaussian and Poisson settings, but for a wide range of other applications. Providing numerous illustrations where empirical Bayes methods are attractive, the authors give a detailed discussion of computational methods, enabling readers to apply the methods in new settings.

Suggested Citation

  • Koenker,Roger & Gu,Jiaying, 2026. "Empirical Bayes," Cambridge Books, Cambridge University Press, number 9781009275361, August.
    • Handle: RePEc:cup:cbooks:9781009275361
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