Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion
نویسندگان
چکیده
منابع مشابه
Asymptotically minimax Bayes predictive densities
fθ log (fθ/f̂) is used to examine various ways of choosing prior distributions; the principal type of choice studied is minimax. We seek asymptotically least favorable predictive densities for which the corresponding asymptotic risk is minimax. A result resembling Stein’s paradox for estimating normal means by the maximum likelihood holds for the uniform prior in the multivariate location family...
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چکیده ندارد.
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We propose a flexible and identifiable version of the 2-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the nonnull cases. We use a computationally efficient predictive recursion (PR) marginal likelihood procedure to estimate the model parameters, even the nonparametric mixing distribution. This leads to a nonp...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2014
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2012.743566