Empirical Bayes modeling, computation, and accuracy
نویسندگان
چکیده
This article is intended as an expositional overview of empirical Bayes modeling methodology, presented in a simplified framework that reduces technical difficulties. The two principal empirical Bayes approaches, called f -modeling and g-modeling here, are described and compared. A series of computational formulas are developed to assess the frequentist accuracy of empirical Bayes applications. Several examples, both artificial and genuine, show the strengths and limitations of the two methodologies.
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